The university context can be an overwhelming background, being especially harmful to undergraduates' mental health. Considering that several studies have reported on the prevalence of psychological distress among Brazilian undergraduate students, this study aimed to conduct a systematic review and meta-analysis of the prevalence and associated factors of anxiety, depression and suicidal behavior in this population. Studies reporting on the prevalence of anxiety, depression and suicidal behavior and its associated factors among Brazilian undergraduate students were systematically searched in scientific electronic databases. Pooled prevalence was calculated using a random-effects meta-analysis. Individual associated factors were summarized, and study characteristics associated with outcome prevalence were tested through meta-regression analysis. Forty-seven articles were included, of which 44 were meta-analyzed (37,486 undergraduates). The pooled prevalence estimates of anxiety, depression and suicidal behavior were 37.75%, 28.51%, and 9.10%, respectively. Meta-regression analysis showed that investigations with probabilistic samples presented a higher prevalence of anxiety and that studies conducted within public institutions and with samples of exclusively medical students presented higher frequencies of depression. Cross-sectional data do not allow the establishment of temporality and causal inference. Furthermore, the high heterogeneity of the included studies may also constitute a weakness of this review. The prevalence of anxiety, depression and suicidal behavior among Brazilian undergraduates was high. These results have scientific and practical implications, the former regarding the need for the standardization of the methodology of studies and the latter regarding the need for comprehensive mental health care for Brazilian undergraduates. Copyright © 2020 Elsevier B.V. All rights reserved.