COVID-19 pandemic has caused a profound effect on the public mental health around the world. Fear and anxiety of this new disease and uncertainties about the future has led to stress to the society and especially to university students. The objective of this study is to assess depression, anxiety, and stress level experienced by dental students of the Faculty of Dentistry, Universiti Sains Islam Malaysia (USIM) during the first period of Movement Control Order (MCO) by Malaysia government. A Depression, Anxiety and Stress Scale (DASS-21) was distributed online to all USIM’s dental students to assess their psychological impact and mental health status. The questionnaire included demographic characteristics of the respondents. A total of 175 students were involved in this study. Majority of the respondents are female (79.4%), first year dental students (25.7%) and were staying at home with their family (94.9%) in the midst of the outbreak. Overall, the depression, anxiety and stress (DASS-21) scores were normal. However, the proportion of student’s anxiety level was apparently higher than depression and stress. A significant finding showed that students who stayed at home were more anxious than those who stayed at hostel (p=0.035). Pandemic COVID-19 lockdown had impacted the psychological state of the USIM’s dental students mainly on their anxiety level. Mental health among the students should be carefully monitored by the university particularly at the faculty level to prevent further mental breakdown.