In this study, we explored stigma by association, family burden, and their impact on the family members of people with mental illness. We also studied the ways in which family members coped with these phenomena. We conducted semistructured interviews with 23 immediate family members of people with mental illness. Participants reported various experiences of stigma by association and family burden. Social exclusion, being blamed, not being taken seriously, time-consuming caregiving activities, and exhaustion appeared to be the predominant forms of stigma by association and family burden experienced by the participants. The participants used problem-focused and emotion-focused coping strategies, separately or simultaneously, to cope with the negative impact of stigma by association and family burden. The results suggest that family members should have access to services to address these problems. Social, instrumental, and emotional support should be given to family members by community members and mental health professionals.