Cultural variability regarding concepts of distress for common mental disorders (CMD) has been reported extensively in cultural clinical psychology across the globe. However, little is known about illness narratives in social communities from Southeast Europe. The purpose of this paper is to identify cultural concepts of distress (CCDs) among Albanian-speaking immigrants in Switzerland and to integrate the findings into literature from other parts of the world. Twenty semi-structured qualitative interviews were conducted using the Barts Explanatory Model Inventory (BEMI). A set of concepts was described through content analysis and semantic network analysis. The results show complex expressions of distress, which are mainly associated with post-migration living difficulties. Social problems and life-changing events mark the onset of the most common symptoms. Self-management and social support were described as the most important coping behaviors. Participants expressed trust in physical health care but little belief in psychotherapy. There is indication that mental illnesses are stigmatized in this population. It is therefore important to use non-stigmatizing terms in health communication. Moreover, individuals from this community consider suffering to be part of life, and they assume that this suffering must be endured with patience. It is vital to address these beliefs in psychological interventions.