This study investigates the association between personal-level and group-level discrimination and common mental disorders (CMDs) among Afro-Brazilian women, aiming to explore the role of skin color on this association. Methods This is a cross-sectional study involving 1130 women who were participating in the Social Change, Asthma and Allergy in Latin America (SCAALA) study, whose children were recruited from 24 geographical micro-regions representative of the population without sanitation. Measures of discrimination were defined by: experiences (personal-level) and concern about discrimination (group-level) using the Experiences of Discrimination Scale. Skin color was registered by self-declaration, being classified as white, brown, and black. The association between Bself-reported^ discrimination and CMDs was evaluated using Poisson regression analysis. Results Prevalence of CMDs was high (38.3%), especially in the group exposed to discriminatory experiences and black women. Experiences and concern about discrimination were positive and significantly associated with mental health, before and after adjustment for potential confounders. The effect of discrimination on CMDs was lower among black women, suggesting the development of other strategies to confront racism. Conclusion This study emphasizes the use of both personal- and group-level discrimination measures, as well as skin color, for the evaluation of mental disorders in public health research. Further studies of health consequences of discrimination will require investigation of protective factors for mental disorders in the population suffering discrimination and racism.