This study aims to explore help-seeking thresholds, beliefs and attitudes about depression and establish how these are affected by previous treatment for depression, the type of treatment received, and current depression. Participants were a cohort of 42 individuals previously diagnosed with Major Depressive Disorder (MDD) in two groups according to previous treatment for depression; 12 individuals previously diagnosed with a psychological disorder other than MDD; and 48 individuals from a community sample. Five self-report questionnaires measured thresholds for help-seeking, beliefs about depression, current depression and self-management skills. Between-group comparisons were made for help-seeking thresholds and beliefs about depression. Results showed lower thresholds for professional help-seeking in those who had previously received psychological treatment than in those treated with antidepressants only and non-clinical controls. Perceived stigma was negatively associated with help-seeking. Depressed mood was associated with delayed help-seeking and symptom recognition, even in those who had previously received treatment for depression. We conclude that relapse prevention interventions may educate patients about the effects of depression on help-seeking. Further research should clarify the extent to which help-seeking co-varies with depressed mood. More work is needed to reduce the stigma associated with depression.