A key factor to the prevalence of mental illness might be the disinclination to seek help, perhaps owing to the stigma of mental illness. In two studies, the contribution of severity of depressive symptoms, social support, and unsupport, coping strategies, and salience of psychological versus biological features of depression in relation to perceived self‐ and other‐stigma of help‐seeking for mental health issues were examined. Participants were first year students experiencing a transitional stressor, namely entry to university. Together, the findings point to the contribution of social support and unsupportive interactions, and coping methods to the prediction of perceived stigma of seeking help, but that the framing of mental illness can limit or strengthen these relations.