Sexual assault is associated with increased psychological distress. It is possible that military sexual assault (MSA) is associated with heightened psychological distress compared to adult sexual assault that occurs pre- or postmilitary service due to the nature of the military setting. Veterans and service members (N = 3,114; 19.6% women) who participated in the Post-Deployment Mental Health Study completed self-report measures of sexual assault history, symptoms of posttraumatic stress disorder (PTSD), symptoms of depression, hazardous alcohol use, drug use, and suicidal ideation. Women who reported a history of MSA endorsed higher levels of all types of psychological distress than women who did not experience adult sexual assault. Women who reported a history of MSA also endorsed higher levels of PTSD and depression symptoms than women who experienced pre- or postmilitary adult sexual assault. Men who reported a history of adult sexual assault, regardless of setting, reported higher levels of PTSD and depression symptoms than individuals who did not experience adult sexual assault. MSA was associated with higher psychological distress than pre- or postmilitary adult sexual assault among women. Among men, distress associated with MSA was comparable to sexual assault outside the military. Women may face unique challenges when they experience sexual assault in the military, and men may face additional stigma (compared to women) when they experience sexual assault, regardless of setting. (PsycInfo Database Record (c) 2021 APA, all rights reserved).