Belief in an unjust world (BUW) was studied to understand its role in the relationships between perceived ethnic discrimination (PED) and aggression, anxiety, sense of social connectedness, and depressive symptoms among 170 racial minority college students. Consistent with stress and coping theory, as well as the literature on BUW, stronger BUW mediated the relationships between higher PED and greater aggression, anxiety, and decreased social connectedness but not depressive symptoms. These analyses indicate that BUW plays a role in discrimination-related psychological outcomes. Implications of these results as well as recommendations for future studies are discussed.