The relationship between alcohol use disorders and major depression is well-known in this research area [85]. Alcohol dependence can be considered a risk factor for the adverse course of depressive disorder [86], on the other hand, depressed moods can be considered a risk factor for problematic alcohol consumption [87]. This provides an opportunity for a more detailed examination of the issue. With a focus on the main idea of the presented study, there is evidence of a significant correlation between alcohol dependence, as measured by the Alcohol Use Disorders Identification Test (AUDIT), and depression (PHQ 9) in a sample of university students [88]. Ndegwa et al. [89] also found that the AUDIT score correlated with the PHQ 9 score, in other words, an increase in alcohol use was associated with an increase in depression. Based on the above-mentioned findings, it can be emphasized that the AUDIT and PHQ 9 tools are commonly used in studies dealing with students’ mental health and their health-related behaviours [90,91,92]. Additionally, it was found that while female students had a higher prevalence of depression (PHQ 9), male students suffered from harmful drinking (AUDIT) [93].