This study translated and validated the Chinese Version of the Self-stigma of Mental Illness Scale (CSSMIS), which may be used to measure self-stigma of mental health consumers in China. We also examined its correlation with self-esteem, self-efficacy and psychosocial treatment compliance. A cross-sectional observational study was implemented. Some 51 males and 57 females who suffered from severe mental illness were recruited from psychiatric settings in Hong Kong. They were required to complete the Chinese Version of the Self-stigma of Mental Illness Scale, the Rosenberg Self-esteem Scale and the Self-efficacy Scale. Their level of compliance during psychosocial treatment and their demographic information were recorded by their case managers. Exploratory factor analysis revealed two homologous factors for the four subscales of the CSSMIS. Factor 1 was related to the negative beliefs and consequences of having mental disorders, whereas Factor 2 was related to positive beliefs. The perceived stigma subscale and the three self-stigma subscales were strongly inter-correlated. Significant correlations were also found between almost all subscales of the CSSMIS and the remaining scales. The psychometric properties of the CSSMIS are statistically acceptable. The results also suggest that stigma played a detrimental role in undermining self-esteem, self-efficacy and psychosocial treatment compliance. Implications for recovery of mental health consumers are discussed.