The dual risk of exposure to community violence and maternal depression has potentially negative effects on children. This study examined whether social skills served as a protective factor for the impact of community violence exposure on anxiety within children of African American mothers with depression. Multiple regressions showed that community violence exposure was associated with less anxious coping but more physical symptoms. Findings support that younger children who view themselves as being socially skilled also exhibit higher levels of anxious coping. Implications addressing the importance of age, physical symptoms of anxiety, and anxious vigilance for interventions are discussed.