***This dataset has been withdrawn: An updated version of the dataset is available at https://doi.org/10.17864/1947.001318*** Mental health stigma has lasting negative effects on young people with major depressive disorder (MDD). Prior research suggests that younger people are typically more prone to experiencing stigma. Past research has largely focused on adults and older people with mental health problems, and the impact of stigma on young people with MDD is less well understood. Furthermore, the impact of stigma and/or depression on young people and their secrecy, disclosure, and loneliness is unclear. This paucity of knowledge may undermine efforts to build informed interventions to help young people with depression reconnect and reduce loneliness and social isolation. The aim of this research was to examine two alternative explanations for predicting social outcomes in young people with depression: namely, we explored whether it is depression symptoms directly or the stigma surrounding it that drives secrecy, non-disclosure, and loneliness observed in this population. This knowledge can be used to improve efforts to build informed interventions to help young people with depression reconnect and reduce loneliness and isolation. This study provides new evidence of how stigma is an important driving factor, rather than depression, for multiple mental health outcomes in young people. Interventions, such as treatment programs and public awareness campaigns via the UK NHS or government public health bodies, are recommended to directly reduce stigma.