Many people with mental illness do not seek professional help. Beliefs about the causes of their current health problem seem relevant for initiating treatment. Our aim was to find out to what extent the perceived causes of current untreated mental health problems determine whether a person considers herself/himself as having a mental illness, perceives need for professional help and plans to seek help in the near future. In a cross-sectional study, we examined 207 untreated persons with a depressive syndrome, all fulfilling criteria for a current mental illness as confirmed with a structured diagnostic interview (Mini International Neuropsychiatric Interview). The sample was recruited in the community using adverts, flyers and social media. We elicited causal explanations for the present problem, depression literacy, self-identification as having a mental illness, perceived need for professional help, help-seeking intentions, severity of depressive symptoms (Patient Health Questionnaire - Depression), and whether respondents had previously sought mental healthcare. Most participants fulfilled diagnostic criteria for a mood disorder (n = 181, 87.4%) and/or neurotic, stress-related and somatoform disorders (n = 120, 58.0%) according to the ICD-10. N = 94 (45.4%) participants had never received mental health treatment previously. Exploratory factor analysis of a list of 25 different causal explanations resulted in five factors: biomedical causes, person-related causes, childhood trauma, current stress and unhealthy behaviour. Attributing the present problem to biomedical causes, person-related causes, childhood trauma and stress were all associated with stronger self-identification as having a mental illness. In persons who had never received mental health treatment previously, attribution to biomedical causes was related to greater perceived need and stronger help-seeking intentions. In those with treatment experience, lower attribution to person-related causes and stress were related to greater perceived need for professional help. While several causal explanations are associated with self-identification as having a mental illness, only biomedical attributions seem to be related to increase perceived need and help-seeking intentions, especially in individuals with no treatment experiences. Longitudinal studies investigating causal beliefs and help-seeking are needed to find out how causal attributions guide help-seeking behaviour. From this study it seems possible that portraying professional mental health treatment as not being restricted to biomedical problems would contribute to closing the treatment gap for mental disorders.