The authors examined the relationship among trauma, coping, depression, and mental health service seeking in a probability sample of sheltered homeless and low-income housed women. Results highlight the diversity of trauma. In a longitudinal analysis, women who lived in shelters or experienced major violence had a twofold increase in their risk of depression over the 6-month follow-up. In a cross-sectional analysis, childhood sexual abuse, living in a shelter, physical violence, childhood physical abuse, and death or injury of a friend or relative predicted avoidant coping and symptoms of depression. Active coping and depression predicted mental health service seeking among traumatized women. Modifying coping strategies may ameliorate some of the negative impact of trauma and potentially enhance mental health service use among at-risk women.