Purpose: The aim of this study was to explore associations between internalized stigma, exposure to physical abuse, experiences with sexual abuse, and depression in Muslim women residing in the United States. Materials and Methods: We analyzed self-reported data collected online in late 2015. Women who self-identified as Muslim, were at least 18 years old, and were residents of the United States met the inclusion criteria (n = 373). Logistic regression models were used to estimate associations between socioeconomic status, nativity, and the abovementioned indicators. Results: Internalized stigma measured through heightened vigilance was associated with depression. Each increase in the abbreviated heightened vigilance scale (higher scores indicate lower vigilance) was associated with 7.6% lower odds of meeting the Center for Epidemiologic Studies Depression Scale 10 (CES-D 10) cutoff for depression (OR = 0.924, 95% CI = 0.888-0.962, p < 0.001). Among individual factors, education, household income, experience with physical abuse, and exposure to sexual abuse were associated with depression. Respondents who reported experiencing physical abuse had almost two times higher odds of meeting the cutoff for depression relative to respondents who had not experienced physical abuse (OR = 1.994, 95% CI = 1.180-3.372, p < 0.01). Likewise, respondents who reported exposure to sexual abuse had over two times higher odds of depression compared with respondents who had not been exposed to sexual abuse (OR = 2.288, 95% CI = 1.156-4.528, p < 0.05). Conclusions: These findings were from a group of well educated wealthy respondents; however, experience with negative exposures and rates of depression were high. Further research replicating these findings and evaluating evidence-based interventions designed to improve screening for mental illnesses and retention in care with this hard-to-reach population could produce valuable outcomes, particularly for clinicians and public health practitioners committed to improving population health.