Stigma complicates the treatment of HIV worldwide. We examined whether a multi-component framework, initially consisting of enacted, felt normative, and internalized forms of individual stigma experiences, could be used to understand HIV-related stigma in Southern India. In Study 1, qualitative interviews with a convenience sample of 16 people living with HIV revealed instances of all three types of stigma. Experiences of discrimination (enacted stigma) were reported relatively infrequently. Rather, perceptions of high levels of stigma (felt normative stigma) motivated people to avoid disclosing their HIV status. These perceptions often were shaped by stories of discrimination against other HIV-infected individuals, which we adapted as an additional component of our framework (vicarious stigma). Participants also varied in their acceptance of HIV stigma as legitimate (internalized stigma). In Study 2, newly developed measures of the stigma components were administered in a survey to 229 people living with HIV. Findings suggested that enacted and vicarious stigma influenced felt normative stigma; that enacted, felt normative, and internalized stigma were associated with higher levels of depression; and that the associations of depression with felt normative and internalized forms of stigma were mediated by the use of coping strategies designed to avoid disclosure of one's HIV serostatus.