Purpose Patients with head and neck cancer (HNC) are vulnerable to psychiatric comorbidities, particularly anxiety and depression, and also suffer from cancer stigma. This study aimed to comprehensively compare HNC patients’ stigma, depression, and anxiety, and elucidate the underlying relationships among them. Methods This cross-sectional study recruited inpatients with HNC from a medical center. Measurements included a psychiatric diagnostic interview, the Shame and Stigma Scale (SSS), the Hamilton Anxiety Rating Scale (HAM-A), the Hamilton Depression Rating Scale (HAM-D), the Explanatory Model Interview Catalogue (EMIC), and stressors of HNC patients. Structural equation modeling was used to establish models of potential mechanisms. Results Those patients having stressors of worry about health ( t  = 5.21, p  < 0.001), worry about job ( t  = 2.73, p  = 0.007), worry about family ( t  = 2.25, p  = 0.026), or worry about economic problems ( t  = 2.09, p  = 0.038) showed significantly higher SSS score than those having no such stressor. The SSS total score was significantly correlated with HAM-A ( r  = 0.509, p  < 0.001), HAM-D ( r  = 0.521, p  < 0.001), and EMIC ( r  = 0.532, p  < 0.001) scores. Structural equation modeling was used to propose the possible effect of stigma on anxiety ( β  = 0.51, p  < 0.001), and then the possible effect of anxiety on depression ( β  = 0.90, p  < 0.001). Conclusion Stigma is significantly correlated with anxiety and depression and might in HNC patients. Proper identification of comorbidities and a reduction of stigma should be advised in mental health efforts among patients with HNC.