© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.Researches reveal that approximately one-third of the general population has high sensory processing sensitivity and the highly sensitive individuals are more prone to have psychological problems. This study aimed to examine the relationships among sensory sensitivity, emotion regulation skills, dysfunctional attitudes, depression, anxiety, and stress. The study group consisted of 355 undergraduate students (239 females [67.3%], 116 males [32.7%]) aged between 17 and 32 (Mean = 20.8, SD = 1.90). Using the mixture structural equation modeling, at the first step, the direct and indirect relationships between the variables were analyzed through structural equation modeling. In the second step, using latent class analysis it was aimed to determine individual differences based on the relationships between the variables determined by the structural equation model. There was a positive relationship between depression, anxiety, stress and sensory sensitivity. Besides, emotion regulation skills and dysfunctional attitudes had a mediating effect in this relationship. Latent class analysis extracted two latent classes. The first group (30.1%) has higher levels of depression, anxiety, stress sensory sensitivity and negative attitudes, and they used suppression more but cognitive reappraisal less. The second group (69.1%) has lower levels of depression, anxiety, stress, sensory sensitivity and negative attitudes, and they used cognitive reappraisal more but suppression less. Individuals with psychological problems such as depression, anxiety, and stress might show different characteristics in terms of sensory processing sensitivity and that it might be useful to consider this differentiation in mental health interventions.