<p>Although previous research has documented mental health deterioration associated with exposure to violent victimization, little is known about mental health recovery following reduced exposure. This study examines the relationship between violent victimization and depressive symptoms while separately estimating the effects of increases and decreases in violent victimization and assessing whether these potential “asymmetric” effects differ by gender. Data from Waves III and IV of the National Longitudinal Study of Adolescent to Adult Health were used. A novel asymmetric fixed effects model was employed, decomposing the measure of violent victimization into positive (representing increases in violent victimization) and negative (representing decreases in violent victimization) components, while accounting for unobserved individual-level heterogeneity. Conventional fixed effects models show that violent victimization is positively associated with depressive symptoms (<i>b</i> = 0.324, <i>p</i> &lt; 0.001). However, gender-stratified asymmetric fixed effects models reveal asymmetry in the effects of violent victimization. For women, the mental health benefits of decreases in violent victimization are greater in magnitude than the adverse effects of increases (<i>b</i> = -1.201, <i>p</i> &lt; 0.01 vs. <i>b</i> = 0.328, <i>p</i> &lt; 0.05). In contrast, no such asymmetry was observed for men, as the effects of decreases and increases in violent victimization were similar in magnitude (<i>b</i> = -0.377, <i>p</i> &lt; 0.05 vs. <i>b</i> = 0.209, <i>p</i> &lt; 0.05). These findings suggest that strengthening support systems to help victims escape violent environments may be particularly effective in improving mental health outcomes for women.</p>