Background: Self-stigma about suicide might impede people seeking help from mental health professionals. There is little research about self-stigma expressed by suicide decedents. Aims: We aimed to explore (a) self-stigma about suicide through examination of suicide notes; and (b) whether the expression of self-stigma was associated with the formal diagnoses of depression. Method: Data were extracted from notes left by people who died by suicide in two major Chinese cities (Shanghai, 2004–2017; Wuhan, 2005–2019). Note content was examined and self-stigma items were coded. Demographics associated with self-stigma were reported. Rates of depression were compared between note-leavers who expressed self-stigma, and those who did not. Results: Notes were left by 567 suicide decedents (representing about 19% all suicides). Approximately 25% notes contained at least one self-stigma item. Older people made fewer self-stigma references, as did people from Wuhan. Depression was not associated with self-stigma. Limitations: Not all people dying from suicide leave notes, and suicide notes variably report self-stigma, thus self-stigma about suicide may be underestimated. Conclusion: Self-stigma items varied across regions and age groups, but not with depression. Therefore, self-stigma expressed by suicide decedents may not reflect help-seeking behaviours from professional mental health services.