We assessed stigma affecting employment, health insurance, and friendships in 1,187 depressed patients from 46 U.S. primary care clinics. We compared stigma associated with depression, HIV, diabetes, and hypertension. Finally, we examined the association of depression-related stigma with health services use and unmet need for mental health care during a 6-month follow-up. We found that 67% of depressed primary care patients expected depression related stigma to have a negative effect on employment, 59% on health insurance, and 24% on friendships. Stigma associated with depression was greater than for hypertension or diabetes but not HIV. Younger men reported less stigma affecting employment. Women had more employment-related stigma but this was somewhat mitigated by social support. Other factors associated with stigma included ethnicity (associated with health insurance stigma) and number of chronic medical conditions (associated with health insurance and friendship related stigma). Stigma was not associated with service use, but individuals with stigma concerns related to friendships reported greater unmet mental health care needs. In summary, stigma was common in depressed primary care patients and related to age, gender, ethnicity, social support and chronic medical conditions. The relationship between stigma and service use deserves further study in diverse settings and populations.