Objectives: Until now little research has been done to answer the question of whether people with dementia experience stigma. No previous studies investigated possible differences between countries and cultures. Therefore, the aims of this study were to compare the experience of stigma (with social isolation, social rejection and internalised shame as components) among people with dementia and mild cognitive impairment (MCI) (n = 180) in Italy (n = 79), Poland (n = 47) and the United Kingdom (UK) (n = 54); and to investigate possible relationships with demographical and clinical outcomes. Methods: A one group multinational cross-sectional design was used. Stigma was measured with the Stigma Impact Scale (SIS), quality of life aspects with Dementia Quality of Life scale (DQOL) and Quality of Life Alzheimer’s Disease scale (QOL-AD), social support with Duke Social Support Index (DSSI), cognitive functioning with Global Deterioration Scale (GDS). Results: The level of stigmatisation (SIS) among study participants varied from 2 to 65 (median = 33.5; Q1 = 27; Q3 = 41). People with dementia in the UK experienced a higher level of stigmatisation than people in Italy and Poland. The experienced stigmatisation negatively correlated with social support (DSSI; rho = −0.42, p = 0.000) and quality of life (QOL-AD; rho = −0.39, p = 0.000). People who experienced a higher level of stigmatisation scored higher in negative mood DQOL subscale (rho = 0.28, p = 0.0002). Conclusion: There is a strong need for research into the individual experience of people with dementia across the world. This could help in providing support and care services that match their experience, needs, preferences; and in designing well informed awareness campaigns based on their voice.