Despite relatively high levels of psychological distress, many students in higher education do not seek help for difficulties. This study explored undergraduate student understanding of the concepts of mental health and mental well-being and where undergraduate students would seek help for mental well-being difficulties. Semi-structured interviews were carried out with 20 undergraduate students from 5 different subject areas. Interviews were transcribed and thematically analysed. Results highlighted that the majority of participants viewed mental health and mental well-being as two distinct concepts but their views did not affect where they would seek help for mental well-being difficulties. Medical students reported public stigma relating to help seeking for mental well-being difficulties. Undergraduate students are most likely to seek help for mental well-being difficulties from peers, but whether this experience is useful is less clear. How such an approach impacts upon the individual from whom assistance is sought is also not well understood.