The purpose of the study was to construct a reliable and valid scale of the misery index for college students, and to investigate the current situation of students' misery. A target sample of 1, 908 students was drawn from 5 different colleges and then randomly divided into three groups in order to perform an exploratory factor analysis, confirmatory factor analysis and cross-validation, respectively. Finally, detailed analyses and discussions were presented for the investigative results. Some of the major findings and conclusions are as follows: 1. Sources of misery for college students were divided into eight aspects: family, society, gender relationship, future, interpersonal relationship, government, amusement and academic performances. 2. Multi-factor oblique model was found to be the most efficient model and its stability and predictive power were confirmed. 3. The top 3 misery aspects were government's behavior, future development and social situation.