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Abstract Objective To quantify the association between attributional ambiguity–the uncertainty of whether an experience is discrimination–and mental health. Methods Using a nationally representative sample of U.S. adults recruited through an online survey by Ipsos (April 23 and May 3, 2021), attributional ambiguity was quantified by asking participants if they experienced anything in the past 6 months that they were unsure was discrimination. The survey also assessed the degree to which these experiences caused participants to feel bothered and to ruminate on them. Multiple linear regression models were used to analyze associations between attributional ambiguity and depressive symptoms and mental health status. Results Black and Hispanic participants reported higher rates of attributional ambiguity than White participants. Experiencing attributional ambiguity was associated with higher levels of depressive symptoms and poorer self-reported mental health status. Among those who reported attributional ambiguity, increases in bother and rumination scores were positively associated with depressive symptoms. Conclusion Attributional ambiguity is an important yet overlooked social determinant of mental health. More research is needed to fully understand the impact of this stressor on population health, particularly among minoritized populations.