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This mixed methods study examined the prevalence and characteristics of physical and sexual abuse and depression symptoms among 624 injection drug‐using female sex workers (FSW‐IDUs) in Tijuana and Ciudad Juarez, Mexico; a subset of 47 from Tijuana also underwent qualitative interviews. Linear regressions identified correlates of current depression symptoms. In the interviews, FSW‐IDUs identified drug use as a method of coping with the trauma they experienced from abuse that occurred before and after age 18 and during the course of sex work. In a multivariate linear regression model, two factors—ever experiencing forced sex and forced sex in the context of sex work—were significantly associated with higher levels of depression symptoms. Our findings suggest the need for integrated mental health and drug abuse services for FSW‐IDUs addressing history of trauma as well as for further research …