According to our findings, it is possible to contribute to the general conclusions of many authors that perceived stress is positively related to depression [54,55,58], and at the same time, depression is associated with the use of addictive substances such as alcohol [80,87]. In this sense, it can be concluded that depression mediated the relation between perceived stress and alcohol use disorders in university students, while Hou et al. [58] found similar evidence in relation to students’ perceived stress, depression, and problematic use of social networking sites. Moreover, this finding of our study is consistent with the fact that students’ perceived stress is associated with their problematic drinking [48,81].