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Psychological distress is frequent among young college students which affects their cognitive, physical and emotional well-being. Data was collected from 76 (38 male and 38 female) M.tech and Ph.D. students of Indian Institute of Technology, Roorkee, India. The purpose of thisresearch paper is to examine the levels of stress, anxiety and depression in male and female engineering students. Depression Anxiety Stress Scale-21 and informal interview method were explored to determine the factors responsible for stress among students and also to determine the coping mechanism of the students of a technical institution of India. t-Test is used to examine the significant difference in the levels of stress, anxiety and depression in male and female students. The finding suggests that female students are more stressed and depressed and anxious than male students.