The present study investigated the prevalence of depressive symptoms in university students from Beijing. The relationship between depression and social ecological factors in these university students was analyzed. Students from nine universities in Beijing were randomly selected to participate in the study. A total of 2046 valid responses were received from 2700 students surveyed. The General Health Questionnaire (GHQ-30) was used to measure depression. The Family Functioning Questionnaire, University Organization and Environment Scale, and Social Support Scale were used. Approximately 24.5% of students had scores on the GHQ exceeding 7.8, whereas 63.7% reported scores of 13 or higher. Males have higher prevalence of depression than females. The following factors were associated with current depressive symptoms: (1) negative aspects of the university environment; (2) low levels of family functioning; (3) low levels of social connectedness and lack of support from family and friends.