Average body mass index (BMI) and depression prevalence grew over the last several decades, increasing medical expenditures. There is a strong correlation between obesity and depression but limited evidence on the causal effect of weight on mental health. I use an index of genetic risk for high BMI as a source of exogenous variation in weight to provide novel evidence on the effect of weight on mental health. This is one of the first studies to use genetics as an instrument for BMI and to examine the causal relationship between weight and depression. Results are mixed; I find a meaningful and significant effect of weight on suicidal ideation but no effects on counseling and an index of depression. The effect on suicidal ideation is concentrated in white females. From respondent and interviewer opinions of respondent attractiveness, social stigma is a mechanism through which weight affects mental health for white women.