Symptoms consistent with mental illnesses such as anxiety and depression are dominant in both prevalence and in severity among North American post-secondary student populations over the past several years. This study examines undergraduate students’ self-reported symptoms consistent with two common mental illnesses in a Canadian context, and sheds light on several predictors of students’ mental health outcomes, including perceived contextual stressors, coping strategies, and perceived barriers to help seeking. Data for this investigation were obtained through the completion of self-administered questionnaires from a sample of 209 undergraduate students attending a public western Canadian university during the fall semester of 2014. Consistent with previous research completed among post-secondary populations, a considerable proportion of students self-reported symptoms consistent with anxiety and depression. The following variables made unique contributions to the prediction of the severity of students’ self-reported symptoms: living arrangement; contextual stressors, such as social/environmental maladjustment, academic achievement, curriculum and academic expectations, time/balance, and financial stressors; styles of coping, including functional/adaptive coping, mental and behavioral disengagement, and substance abuse; and perceived barriers to treatment, including fear of self-discovery and fear of therapy. The implications of these findings for future research and intervention at the post-secondary level are discussed.