Those north of the border are almost twice as likely to have turned to short-term lenders as the UK average, a report by student accommodation provider Unite Students found.
Across the UK, almost 32,000 students are using payday loans and similar high-interest debt to fund everyday living costs, the Unite Students Insight Report found.
But in Scotland the total is said to be 6,339 - almost 3 per cent of all students.
The figures are based on a survey of more than 8,500 university applicants, undergraduates and postgraduate students across the UK.
Iain Gray, Scottish Labour acting leader, said the statistics showed “how appalling the situation really is” for students north of the border.
Mr Gray, Labour’s education spokesman at Holyrood, criticised the Scottish Government and said: “Under the SNP Government the budget for bursaries and grants has been slashed by £40 million and student debt has soared.
“That’s £40 million less for students who have the talent and the drive but need extra support to get on in life.
“It’s thousands of kids who have the grades to access the best courses but can only get the extra support they need by borrowing more.
“Now we learn that thousands aren’t just borrowing more from the Student Loans Company, they are going to payday lenders like Wonga.
“The SNP should be ashamed of the mess they have made of student support in Scotland.”
Jenny Shaw, head of student services at Unite Students, said: “It is hard to imagine how taking out a payday loan is the right choice for any student looking to get their finances back on track.
“If a student is struggling financially there are a wide range of options and support services available.
“Universities and some students’ unions have student finance advisors who offer an excellent service.
“It’s worrying to see a greater proportion of applicants believe payday lenders are the way forward. We can only hope that expectation doesn’t turn into a reality.”
A Scottish Government spokeswoman said: “From 2015-16, our minimum income guarantee will provide students from the poorest households with £7,625 of living-cost support per year through a combination of loans and bursaries.
“This is the highest level of financial support available to students living at home in the UK.
“In addition, the latest Student Loans Company figures, published in June 2015, show that average student loan debt in Scotland is still the lowest in the UK.
“The provision of free tuition means that Scottish-domiciled students do not have to pay back loans of up to £27,000 that their contemporaries have to pay elsewhere in the UK.
“During their period of study, the poorest English students will accumulate around £12,000 more in student loan debt than the poorest Scottish students, if both groups access all of the loan they are entitled to.”