The present review addresses the perceived stigma associated with admitting a mental health problem and seeking help for that problem in the military. Evidence regarding the public stigma associated with mental disorders is reviewed, indicating that the public generally holds negative stereotypes toward individuals with psychological problems, leading to potential discrimination toward these individuals. The internalization of these negative beliefs results in self-stigma, leading to reduced self-esteem and motivation to seek help. Even if soldiers form an intention to seek help for their psychological difficulty, barriers to mental health care may prevent the soldier from receiving the help they need. An overall model is proposed to illustrate how the stigma associated with psychological problems can prevent soldiers getting needed help for psychological difficulties and proposed interventions for reducing stigma in a civilian context are considered for military personnel.