The aim of this study is to research the relationship between depression and stress and some risky behaviors, i.e. the use of alcohol, marijuana and problematic Internet use (PIU) during the Covid-19 pandemic. The research was conducted during July of 2022 among 115 students of the University of Zagreb, while three female students were excluded from the analysis since they attend Libertas University. The final sample consisted of 97 female persons, 13 male persons, and two respondents whom did not want to comment on the mentioned characteristic. The survey questionnaire was shared via a link on the social network Facebook with a request to forward it to colleagues and friends who meet the criteria for entering the sample. The statistical program IBM SPSS Statistics v20 was used to analyze the collected data, in which the Pearson correlation coefficient was calculated. The existence of a connection between stress and alcohol consumption, as well as between stress and PIU was established. The connection between stress and marijuana consumption has not been established, despite the fact that the theories mentioned in the paper and previous research indicate its existence. Connections between depression and the consumption of marijuana and alcohol have also not been established, and the author cites possible causes of their absence. The results of the research can be used to show the situation among students of the University of Zagreb and possible comparison with other countries, and can also be used as guidelines for future research and the development of prevention programs.