Transgender women experience violence and discrimination that lead to stress responses and contribute to poor mental health. In this analysis of baseline data from Transcendendo, a trans-specific open cohort in Rio de Janeiro, Brazil, we hypothesized that the experience of discrimination and violence would be associated with depressive symptoms and that resilience could mitigate this association. Results showed that prior experiences with discrimination and sexual and physical violence were associated with depressive symptoms, while resilience was inversely associated with depressive symptoms. Resilience did not moderate nor mediate the strong effects of discrimination and violence on depressive symptoms in adjusted models.