The primary purpose of this study was to understand which beliefs held by Nigerians in the United States contribute to depression stigma. The specific aims also included investigating depression literacy, determining if there are differences in depression literacy and stigma between first generation and second generation immigrants, and to determine which factors such as depression literacy, gender, beliefs on depression causation, and religiosity contribute to depression stigma. Participants completed an online survey which included a demographics measure, depression vignette, beliefs on causation scale, religiosity scale, and a personal and public depression stigma scale. It was hypothesized that gender, depression literacy, beliefs in causation, and religiosity would predict personal depression stigma. It was also hypothesized that depression literacy, beliefs in causation, and religiosity would predict public depression stigma. The majority of the sample had depression literacy, which exceeded expectations and lessened its effects on the depression stigma. A hierarchical regression analysis revealed that gender (males), higher beliefs in the spiritual causation of depression, and religiosity predicted higher personal depression stigma scores. A multiple regression analysis revealed that beliefs in biological causation predicted higher public stigma scores. There were no observed differences between first generation and second generation immigrants. The findings of this study reflected the importance of religious and spiritual beliefs in Nigerians and suggest that mental illness research, prevention, and treatment should be examined through this lens.