The outbreak of coronavirus disease 2019 (COVID-19) has created a global health crisis that has had a deep impact on the way we perceive our world and our everyday lives. COVID-19 also called severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) was first identified in Wuhan, China in December 2019. It was pronounced as a worldwide pandemic by the World Health Organization on 12th March 2020, In Malaysia, a lockdown was announced on 16th March to control the spread of COVID-19. As many universities declared a suspension of classroom teaching and switched to elearning during this lockdown, the lives of students have changed. Being under a lot of pressure to perform academically, students are prone to develop mental health problems. Therefore, the research was conducted to study the impact of lockdown on mental health among students in a private university at Selangor and their relations to the sociodemographic factors. A cross-sectional study using a convenient sampling method was conducted among 619 private university students at Selangor using a self-administered online questionnaire consisting of socio-demographic questions for section A, depression, anxiety, and stress level questions for section B. A validated scoring system by DASS 21 was used.A total of 619 students completed the survey questionnaire. About 65%, 67.21%, and 59.29% of the students reported having depressive, anxiety, and stress symptoms respectively. There was a significant association between the stress and the age, gender, family income, and the quality of internet connectivity used by students with a p-value of less than 0.05. Besides, the level of anxiety of the students showed significant association with their family income, residential region, and quality of internet connection while depression was related significantly only with the quality of internet connection. The findings of this study showed that most of the students’ mental health was greatly impacted by the lockdown due to COVID-19. The higher impact of lockdown was obvious to those students with less family income, those who were living in a rural area, and those who used poor internet connection for their online classes..