Inconsistent leadership can negatively affect student athletes' emotions, behaviors and mental health. In Malaysia, coaches often face challenges in meeting international standards of coaching competency. To address this, coaches need to enhance their skills in areas such as training preparation, communication and athlete support. By exploring these dynamics, the study aims to understand how coaching styles impact the mental health of athletes in a Malaysian public universities context. The objectives were to identify the most favorable coach-athlete leadership styles and examine their correlation with athlete mental well-being outcomes, specifically depression, anxiety and stress. A quantitative research approach was employed, surveying 66 student-athletes from various sports at Malaysian universities. Participants completed the Leadership Scale for Sport (LSS) to assess perceived coaching behaviors and the Depression Anxiety Stress Scale-21 (DASS-21) to measure mental well-being. Results indicated that training and instruction was perceived as the most favorable leadership style. However, correlation analysis revealed no significant relationships between any of the measured coach-athlete leadership styles and the mental well-being variables. While athletes value clear guidance and structured training, the study suggests that other factors beyond coaching leadership may significantly influence athlete mental health. These findings emphasize the need for a holistic approach that includes personal coping mechanisms, social support networks, and academic support in promoting athlete well-being. Future research should explore mediating factors and longitudinal effects to gain a more comprehensive understanding of this complex relationship.