Studies that examine the effects of neighbourhood characteristics on mental health show that perceptions of general neighbourhood violence are associated with depression across diverse populations (Clark et al., 2008; Velez-Gomez et al., 2013; Wilson-Genderson & Pruchno, 2013). However, to our knowledge, none have examined the specific effect of perceived frequency of neighbourhood domestic violence (PFNDV) on residents' mental health, despite knowledge that domestic violence is a potent predictor of depression at the level of the individual. This study investigates the impact of PFNDV on mental health using the South African National Income Dynamics Study (SA-NIDS). NIDS Waves 2 and 3 measure the perceived frequency of six neighbourhood violence subtypes through the NIDS household respondent questionnaire and depression through a questionnaire administered to all NIDS participants. Linear regression was used to model the relationship between change in depression symptoms and change in violence subtypes between Waves 2 and 3. We found that two-year increase in PFNDV was significantly correlated with increase of depression symptoms over the same time period for women, independently of individual, household and neighbourhood level characteristics, including five other types of neighbourhood violence. No other type of violence was associated with increased depression in women in the fully adjusted model. Research and policy implications are discussed.