Sexual harassment has been theorized as a stressor with consequences for the physical and mental health of its targets. Though social scientists have documented a negative association between sexual harassment and mental health, few longitudinal studies have investigated the association between sexual harassment and depressive symptoms. Using longitudinal survey data from the Youth Development Study, combined with in-depth interviews, this article draws on Louise Fitzgerald's theoretical framework, stress theory, and the life course perspective to assess the impact of sexual harassment on depressive affect during the early occupational career. In support of Fitzgerald's model, our findings confirm that sexual harassment is a stressor that is associated with increased depressive symptoms. Our quantitative results show that women and men who experience more frequent sexual harassment at work have significantly higher levels of depressed mood than non-harassed workers, even after controlling for prior harassment and depressive symptoms. Moreover, we find evidence that sexual harassment early in the career has long-term effects on depressive symptoms in adulthood. Interviews with a subset of our survey respondents point to a variety of coping strategies and reveal further links between harassment and other aspects of mental health, such as anger and self-doubt.