The aim of this paper is to investigate the factors influencing the Beck Depression Inventory score, the Beck Hopelessness Scale score and the Rosenberg Self-Esteem score and the relationships among the psychiatric, demographic and socio-economic variables with Bayesian network modeling. The data of 823 university students consist of 21 continuous and discrete relevant psychiatric, demographic and socio-economic variables. After the discretization of the continuous variables by two approaches, two Bayesian networks models are constructed using the bnlearn package in R, and the results are presented via figures and probabilities. One of the most significant results is that in the first Bayesian network model, the gender of the students influences the level of depression, with female students being more depressive. In the second model, social activity directly influences the level of depression. In each model, depression influences both the level of hopelessness and self-esteem in students; additionally, as the level of depression increases, the level of hopelessness increases, but the level of self-esteem drops.