Introduction - This article has two objectives: 1) to assess the prevalence of psychological distress (PD) among first-year college students; and 2) to examine risk factors (socioeconomic, university-related) and protective factors (self-control, social support). Method - A cross-sectional study of a random sample of 18- to 24-year-old students enrolled for the first time in their first year of university in the Provence-Alpes-Côte d’Azur (PACA) region in 2005–2006. Standardized questionnaire administered via self-administered survey or telephone. Multivariate analysis, conducted separately for each gender, to examine factors associated with DP. Results - 1,743 (71.0%) students participated. The prevalence of DP was 15.7% [95% CI: 12.9–18.5] among males and 33.0% [95% CI: 30.2–35.9] among females. Among males, DP was associated with recent negative life events (OR = 3.00; [95% CI: 1.67–5.39]), difficulties adapting to university life (OR = 1.08; [95% CI: 1.00–1.16]), and self-control (OR = 0.73; [95% CI: 0.68–0.79]). Among female students, DP was associated with foreign nationality (OR = 1.97; 95% CI: 1.03–3.77), a history of psychiatric disorders (OR = 2.42; 95% CI: 1.55–3.78), medical studies (OR = 2.47; [95% CI: 1.50–4.06]), difficulties adapting to university (OR = 1.07; [95% CI: 1.03–1.12]), self-control (OR = 0.78; [95% CI: 0.74–0.81]) and social support (OR = 0.68; [95% CI: 0.54–0.86]). Conclusion—Factors associated with academic failure among first-year students differ significantly by gender. (R.A.)