Background and Objective: Medical students experience poorer psychological well-being than age-matched individuals. Social determinants and cultural factors influence an individuals health. The association between social determinants and the mental health of medical students is poorly understood. This study aims to compare the association of stress, anxiety, and depression in medical students with different social determinants and cultures from four countries, Czechia, Iran, Kenya, and Venezuela. Methods: An online cross-sectional survey was implemented in the spring of 2022. The levels of anxiety, stress, and depression were assessed using the validated psychiatric questionnaire DASS 21. Results: In total, 2033 medical students were evaluated, with a median age of 23.0 and 64.8% were female. By country, 1127 were from Czechia, 391 from Venezuela, 331 from Iran, and 184 from Kenya. The prevalence of high-level symptoms was: stress 56.2% (mild to moderate [M-M] 32.7% and severe to extremely severe [S-E] 23.5%), anxiety 57.8% (M-M 29.8%, and S-E 28.0%), and depression 60.8% (M-M 32.5% and S-E 28.3%). The prevalence of high stress and anxiety levels were higher in females than in males (p < 0.001). Subjects with low socioeconomic status, low personal budget, and poor involvement in social life presented higher levels of stress, anxiety, and depression than those in the higher categories (p < 0.001). The prevalence of S-E stress was higher in Venezuela (26.6%) and Iran (24.2%); S-E depression was higher in Iran (37.5%) and Czechia (28.2%); and the prevalence of anxiety was similar among countries. Conclusions: The prevalence of high levels of stress, anxiety, and depression in medical students affected more than half of the subjects, and about a quarter of the total experienced severe symptoms. Students with low social determinants presented higher symptoms than students with higher levels, and this association was different across countries.