Objective: The aim of the present study was to investigate whether gender-based violence (GBV) predicts depressive symptoms and stress among Palestinian females, as well as to examine the mediating role of feelings of shame, resilience, and anxiety between these variables. Method: The sample of our study consisted of two hundred eighty Palestinian females who had experienced various forms of GBV. Participants were assessed using self-report measures including the Depression, Anxiety, and Stress Scale-21, the Violence Against Women Questionnaire, the Resilience Scale for Adults, and the Interpersonal Shame Inventory. Structural equation modeling (SEM) was conducted with GBV as a predictor, depressive symptoms and stress as outcomes, and feelings of shame, resilience, and anxiety as mediators. Results: The findings revealed that GBV positively associated with feelings of shame (r = .56, p < .001), depressive symptoms (r = .46, p < .001), anxiety (r = .41, p < .001), and stress (r = .43, p < .001) and negatively correlated with resilience (r = −.24, p < .001). Results of SEM showed that feelings of shame, resilience, and anxiety mediated the association between GBV, depressive symptoms, and stress. Conclusions: Our findings highlight the need for further studies to investigate the role of other possible protective factors that could help alleviate depressive symptoms and stress among Palestinian women who have experienced GBV. Developing interventions to strengthen resilience and diminish feelings of shame is crucial for assisting battered women in effectively managing the mental health issues associated with their experiences of GBV.