This multivariate study aimed to further understand student stress. Associations between personality, emotional intelligence, coping and subjective well-being with perceived stress (trait and state) were examined in 238 undergraduate students, using self-report measures. Gender differences in these variables were also investigated. The results showed that students low in emotional stability, extraversion, emotional intelligence, subjective well-being and those with a tendency to use emotion-focussed coping are at risk of greater perceived stress. Higher-order emotional intelligence/coping associations were identified, which in turn had an influence on perceived stress. Gender differences were found in personality, emotional intelligence and coping. The study highlights a psychological profile of students who are at risk of perceived stress and suggests implications for possible future stress-reducing interventions.