Research exploring the perspectives of stigmatized people has examined general processes related to experiencing prejudice. Past work, however, has invoked the assumption that prejudices against different group memberships are experienced in a similar manner. Across three studies we directly compare experiences of racism and sexism among female minorities and show, in contrast, that people respond to different forms of prejudice in distinct ways. In Study 1 we examined the attributions invoked by Asian women to explain prejudice and discovered that participants made stronger internal attributions to explain racism than sexism. In Study 2 we investigated emotional reactions to prejudice and found that Asian women report experiencing more depression following a race-based rejection than a gender-based rejection. In Study 3 we observed that Asian women reported perceiving more racism than sexism in their environments. Implications for advancing theories of prejudice experiences are discussed.