Objective: To test a diathesis-stress model whereby self-criticism interacts with monthly perceived stress to predict same-month or next-month internalizing problems, including depression, anxiety, nonsuicidal self-injury (NSSI), and suicidal ideation, in students transitioning to university. Participants: 704 students (73% female, M[subscript age] = 17.97) were recruited during their first month of university in 2017 and 2018. Methods: Students completed surveys assessing self-criticism, perceived stress, and internalizing problems from September to April. Results: Self-criticism predicted higher depression and anxiety, as well as odds of NSSI and suicidal ideation, in students' first month on campus. Consistent with a diathesis-stress model, self-criticism strengthened the associations between stress and same-month depression and anxiety. Conclusions: Self-critical students are at elevated risk of internalizing problems during the transition to university, particularly when they feel more stressed than usual. These findings elucidate "which" students should be targeted in interventions and "when" interventions should be delivered to curtail internalizing problems.