This study investigated vocational students' mental health by identifying the prevalence of depression, stress, anxiety, eating disorders and associated risk and protective factors among 16- to 18-year-old students attending a vocational college in Malta. Health Related Quality of Life (HRQOL) was also investigated. A sample of 422 students completed standardised self-report mental health tools and a demographic and personal variables' questionnaire. A total of 64.4% of students were found to be struggling with at least one of the mental health conditions assessed while 36.7% reported a suspected eating disorder. The prevalence rates of depression, anxiety and stress (moderate, severe or extremely severe) were 43.3%, 48.8% and 29.3% respectively. Students had a lower HRQOL than the reference population as indicated by European norm data. Only 13.5% of participants sought help from mental health services. Risk factors include female gender, poverty, being LGBTQ, not living with both parents, past negative school experiences, poor relationships and presence of suspected or diagnosed conditions or disabilities, amongst others. Having supportive relationships with family, peers and school personnel emerged as protective factors.