This study examined the relationships between perceived public stigma, experienced stigma, and quality of life in people living with HIV (PLHIV), and whether self-stigma mediates these relationships. Cross-sectional data were analyzed from 1704 PLHIV in care at OLVG hospital in the Netherlands. We measured different types of stigma (perceived public stigma, experienced stigma, and self-stigma), and various quality-of-life outcomes (disclosure concerns, depression, anxiety, sexual problems, sleeping difficulties, self-esteem, general health, and social support). Structural equation modeling was used to test the paths from different types of stigma to quality-of-life outcomes. All direct effects of self-stigma on quality-of-life outcomes were significant. The final mediation model showed that the effects of both perceived public and experienced stigma on quality-of-life outcomes were mediated by self-stigma. These findings highlight the importance of addressing self-stigma in PLHIV, and call for (psychosocial) interventions that reduce the harmful effects of HIV-related stigma.