Sexual victimization and depression are common on university campuses, especially among females. Both are associated with negative health outcomes and efforts are made to minimize these as much as possible on university campuses. The current study examines the prevalence of, and independent association between, non-consensual sex and current risk of depression after controlling for related factors. The primary study question is as follows: Are female undergraduate students who have been sexually victimized while attending university at an increased risk of depression compared with those who have not been victimized? Cross-sectional data collected online from female students below the age of 30 at eight universities in Maritime Canada were analyzed. Non-consensual sex while at university was measured using one dichotomous item and current risk of depression was measured using the validated Center for Epidemiologic Studies Depression (CES-D) Scale. All analyses were weighted and data were imputed using the sequential regression multiple imputation (SRMI) method. Analyses involved basic descriptive statistics, a series of unadjusted logistic regressions, and an adjusted multiple logistic regression. A total of 36.7% of female undergraduate students were found to be at risk of depression and 6.8% have been victim of non-consensual sex while attending university. After adjusting for covariates, females who were victimized were 2.11 times more likely to be at risk of depression than females who were not victimized (p < .0001). This study points to the possible unmet need for more mental health support for victims of sexual victimization and more efforts to prevent sexual violence on Canadian campuses. These findings can help to inform university mental health services such as mental health support for victims of sexual assault and can also be used to inform prevention and health promotion activities.