Psychotherapy is effective for university students with depressive symptoms, but these effects are limited to those who receive psychotherapy. In the future, it will be important to provide support for students who have such issues but do not come for counseling. Therefore, to determine the characteristics of students with depressive problems who do not attend counseling, this study aimed to examine whether there is a difference in the frequency of depressive symptoms and each stressor between university students who did and did not receive counseling. The results of this study revealed that 37.57% of university students who did not receive counseling had high depressive symptoms and around 15–20% of them were exposed to high stressors. This study suggested that measures may be necessary to encourage university students to be aware of their own stress to prevent mental health problems such as through the use of a stress check system.