Perceived discrimination is a risk factor for mental health problems among sexual minority individuals. An increasing number of research studies have investigated the mechanisms through which stigma-related stressors such as perceived discrimination are linked with adverse mental health outcomes for sexual minority populations. The integrative mediation framework proposed by Hatzenbuehler (2009) underscores the importance of identifying mediators in the association between stigma-related stressors and mental health outcomes. This study tested 3 mediators—expectations of rejection, anger rumination, and self-compassion—in the perceived discrimination–distress link. Moreover, it examined associations among these mediators. A nationwide sample of 265 sexual minorities responded to an online survey. Structural equation modeling results supported the mediator roles of expectations of rejection, anger rumination, and self-compassion. More specifically, perceived discrimination was associated with expectations of rejection, which, in turn, was associated with increased anger rumination and less self-compassion, resulting in greater psychological distress. The findings suggest several avenues for prevention and intervention with sexual minority individuals.