A growing literature examines anticipatory stressors or the worries people have about the future that may or may never occur. Drawing on data collected as part of two national surveys (N = 3,834), this study formalizes a scale of anticipatory stress tapping into future-oriented worries about economic security, traumatic events, and discrimination. Results indicate that both personal and vicarious stress exposure predict greater anticipatory stress and, replicating past work, that such worries are concentrated among historically marginalized groups. Anticipatory stressors explain an appreciable amount of the variation in distress, and suggestive of their insidious effects, these associations persist after adjustment for other sources of adversity. Whereas mastery and self-esteem buffer mental health, the protective effects of social support are compromised at higher levels of anticipatory stress. Findings signal the importance of incorporating anticipatory stressors into the stress process to more sufficiently capture how the social world imprints on mental health.