Abstract: The purpose of this study is to investigate the current situation of mental health of foreign students in Zhejiang University and explore the influence of social anxiety, loneliness, and coping style of foreign students on their mental health. The 254 students are conducted a questionnaire survey. Results indicate that: 1. the overall level of foreign students' mental health is not optimistic, and social anxiety scores were significantly higher than the norm of Chinese college students. 2. The academic achievement has a great influence on the social anxiety, negative coping style, and mental stress. The social anxiety level of students is lower when their academic achievement is higher. The more negative coping style is used, the more psychological pressure is perceived. 3. The loneliness and social anxiety have a positive predictive effect on mental stress and they have negative effect on the social function. The negative coping style plays a partial mediating role among social anxiety, loneliness, and mental stress.