As depression and other mental illness groups have come into the public eye, the public has their own views and attitudes towards depression groups, and there are many negative evaluation. There is the stigma of depression and the increased social distance between the depressed community and the public. In this study, we surveyed 190 college students to measure their stigma against depression, social distance from depression, and anxiety. The mediating effect analysis of SPSS data analysis was used to study the relationship between anxiety level as a mediating variable. The current results show that depression stigma is positively correlated with social distance, and depression stigma has a positive predictive effect on social distance, which is consistent with the results of previous studies, such as Rusch et al., found that there is an implicit stigma phenomenon among the public towards mental illness groups, which increases the social distance between the two. At the same time, this study suggests that anxiety levels have a partial mediating effect on the relationship between depression and social distance, and the higher the degree of depression stigma, the higher the anxiety level, which in turn leads to the increase of social distance. This paper provides preliminary evidence for the study of the factors influencing social distance, particularly the effect of the degree of stigma.