This paper describes how individuals struggling with severe mental illness experience stigma along multiple dimensions including their experiences of discrimination by others, their unwillingness to disclose information about their mental health, and their internalization or rejection of the negative and positive aspects of having mental health problems. This cross-sectional study employs descriptive analyses and linear regression to assess the relationship between demographics, mental health diagnoses and self-reported stigma among people receiving mental health services in a large and ethnically diverse county public mental health system (n = 1,237) in 2009. We used the King Stigma Scale to measure three factors related to stigma: discrimination, disclosure, and positive aspects of mental illness. Most people (89.7 %) reported experiencing some discrimination from having mental health problems. Regression analyses revealed that younger people in treatment experienced more stigma related to mental health problems. Women reported experiencing more stigma than men, but men were less likely to endorse the potentially positive aspects of facing mental health challenges than women. Although people with mood disorders reported more discomfort with disclosing mental illness than people with schizophrenia, they did not report experiencing more discrimination than people with schizophrenia. Study findings suggest that the multidimensional experiences of stigma differ as a function of age, gender, and diagnosis. Importantly, these findings should inform anti-stigma efforts by describing different potential treatment barriers due to experiences of stigma among people using mental health services, especially among younger people and women who may be more susceptible to stigma.