Dataset for a qualitative study, which is aiming to explore and understand how undergraduate university students in South Africa experiences mental illness stigma. This includes how it affects their perceptions of mental illness and their decision to seek mental health care. The study used in-depth semi-structured interviews which were conducted with nine participants across various faculties about their experiences in their undergraduate studies. Thematic analysis was used to analyse the data, various themes were generated from the areas that were explored with the aim of answering the objectives of the study. The study used pseudonyms to protect the real identities of participants.