Japan has the highest number of cases of infertility treatment in the world. Studies have indicated that women undergoing infertility treatment feel stigmatized and suffer from psychological symptoms such as anxiety and depression. However, in Japan, few studies have quantitatively examined the association between the stigma of infertility and psychological symptoms, and, to our knowledge, no study has examined its association using a scale with tested reliability and validity. This study aims to quantitatively examine the relationship between infertility stigma and anxiety, depression, and psychological distress among women undergoing infertility treatment, using a scale that has been validated for reliability and validity. The cross-sectional study was conducted in December 2021 through a web-based survey of 254 participants undergoing infertility treatment. A multiple regression analysis was performed to examine the relationship between stigma and anxiety, depression, and psychological distress. Stigma was a statistically significant predictor of anxiety, depression, and psychological distress (standardized β = 0.58, p < 0.001; β = 0.50, p < 0.001; β = 0.62, p < 0.001, respectively) after controlling for sociodemographic and infertility characteristics. Future studies should examine the causal relationship between stigma and anxiety, depression, and psychological distress and how to intervene to reduce stigma among women undergoing infertility treatment.