This study examined the challenges faced by first-year university students in Tanzania, focusing on the interplay between psychological distress, coping mechanisms, and academic adjustment. A cross-sectional survey was conducted using Kessler's psychological distress scale, the Student Adjustment to College Questionnaire, and the Brief COPE scale among 374 students at two Tanzanian universities. The results of this study showed a significant relationship between psychological distress and academic adjustment, with coping mechanisms acting as a mediator. It was found that psychological distress has a profound impact on academic performance and that coping mechanisms play a pivotal role as mediators between these factors. This understanding can inform targeted interventions and support systems, promoting students' mental well-being, academic success, and overall satisfaction during their transition to university life.