Background Community surveys have found that some people believe that it is better to deal with depression alone rather than seek help. However, there has been little research into the characteristics of this group. Methods Data were drawn from three Australian surveys: (1) a national survey of 1001 adults aged 18+ years; (2) a school survey of 552 students aged 14–16 years from two regions; (3) a survey of 577 young people aged 12–17 years from the Melbourne region. In all three surveys, participants who believed it would be helpful to deal with depression alone were contrasted with those who believed it would be harmful in terms of sociodemographic characteristics, recognition of depression in a vignette, contact with people who experienced depression, beliefs about treatments, beliefs about using substances, beliefs about long-term outcomes, and beliefs about causes. Results In both adolescents and adults, belief in dealing with depression alone was associated with male gender, less favourable views about mental health professionals, more favourable views about using substances to deal with depression, and a more positive expectation about the outcome if treatment is not sought. Adolescents believing in dealing with depression alone had more favourable views about some potential helpers, such as church workers and pharmacists. In adults, but not adolescents, there was an association with the belief that depression is caused by personal weakness. Limitations The surveys did not directly ask about reasons for believing that dealing with depression alone would be helpful and did not assess actual help-seeking. Conclusions Factors encouraging dealing with depression alone are a belief that it is a self-limiting disorder, that substances are an effective way to deal with it and, in adults, that depression is due to personal weakness. Consistent with previous research, males are an important target group for encouraging seeking help to deal with depression.