OBJECTIVE: To assess public stigma in relation to individuals with depression and possible factors associated with this phenomenon. METHODS: A cross-sectional study was conducted with a probabilistic sample of 500 individuals who live in the city of São Paulo, Brazil, and are aged between 18 and 65 years. A structured questionnaire was used, and it was applied in person. Questionnaire began with the presentation of a vignette describing an individual with depression (according to DSM-IV and ICD-10). This was followed by a structured questionnaire that assessed perceived negative reactions and discrimination, perceived dangerousness and emotional reactions in relation to the case presented in the vignette. RESULTS: Individuals with depression were perceived as potentially dangerous by 56% of interviewees. In addition, 49% of the sample perceived them as capable of arousing negative reactions, and 41%, as capable of arousing discrimination in society. However, emotional reactions reported by the interviewees themselves were mainly positive in nature. Those who identified the vignette as a mental illness were the ones who more often perceived dangerousness, stigma and discrimination. CONCLUSION: This study indicated that individuals with depression face a substantial amount of stigma, pointing to the need to gain in-depth knowledge about its impact on the experiences of these individuals, as well as to implement anti-stigma programs that focus on this disorder in the Brazilian context.