The most widely used social media such as Twitter, Instagram and Facebook have changed the way of communication between people especially amongst youth. It has been identified that individuals who spent more time online experienced more symptoms of depression. Therefore, this study was done to identify the level of depression and to find out the relationship between social media and depression among undergraduate students. This is a quantitative study using a survey method involving 150 students of local university in Malaysia. The questionnaire consists of three sections which are demographic information, Social Media Addiction Scale-Student Form (SMAS-SF) and Beck Depression Inventory 2nd Edition (BDI-II). The finding indicates that majority of the respondents (44% ) have minimal depression while only 13.3% has severe depression. Pearson correlation test has been employed to investigate the relationship between social media and depression. The result showed that there is a correlation between social media and depression, r=0.199, p=<0.01. In conclusion, it depicts that social media is significantly related and have positive relationship to depression among students. This study provides valuable information for counsellors and lecturers to identify students who have suffered from depression related to social media use and help in managing the students.