Filipina domestic helpers (FDH) make up nearly 3% of the Hong Kong population. Research suggests that FDH are at risk for self-stigmatization and poor mental health. However, little is known about how FDH’s self-perceptions and individual characteristics are associated with their perceived quality of social relationships and mental health. This study examined how self-stigma and resilience might be associated with psychological distress among FDH in Hong Kong and how perceived quality of social relationships (loneliness and perceived social support) might mediate such associations. FDH in Hong Kong (N = 346) were recruited to complete a cross-sectional survey measuring their levels of self-stigma, resilience, loneliness, perceived social support, and psychological distress. Controlling for covariates, path analyses results supported the proposed mediation model with a satisfactory model fit. The indirect effects from self-stigma to distress via increased loneliness and reduced social support, plus those from resilience to distress via reduced loneliness and increased social support, were significant, supporting that perceived quality of social relationships mediated between self-stigma/resilience and psychological distress. Moreover, the direct effect from self-stigma (but not resilience) on distress remained significant after considering the mediators. Self-stigma and resilience could contribute to psychological distress among FDH through changing their perceptions of social relationship quality. Our findings implied that interventions that target reducing self-stigma, cultivating resilience, and enhancing perceptions about quality of social relationships might alleviate psychological distress among FDH in Hong Kong.