There has been much recent attention on psychological well-being and pastoral care for medical students. This study examines psychological morbidity (depression, anxiety and stress) in Hong Kong medical students, as well as their concerns, coping mechanisms and their help-seeking. Medical students in Hong Kong reported a higher level of psychological morbidity as compared with other tertiary education students. Their main concerns include examinations, stress, career, adjusting to the new medical curriculum and commitment to the course. The coping skills adopted were largely adaptive. Maladaptive coping skills like 'denial', 'self-blame' and 'behavioural disengagement' were highly correlated with depression, anxiety and stress scores. Most of the students concerned wanted support services that were specifically tailored to their needs and at least partly provided by people who had been through medical training themselves. The faculty at the University of Hong Kong is establishing a Programme for Effective Transition and Student Support (PETSS) to provide a multi-faceted support system for its medical students. The findings in this study help to ensure that the services provided will be relevant, accessible and acceptable to the students.