Violence against women (VAW) is a major public health concern. This study objected to detect the psychological correlates with VAW victimization in Egypt. A total of 808 women aged 18 years or older and living with a male companion in Giza and Beni-Suef participated in this cross-sectional study. Women reported their exposure, during the preceding six months, to sexual harassment, cyber harassment, physical violence, verbal insults, deprivation from going out, and financial deprivation. The psychological status of women was evaluated using the Arabic versions of the Depression Anxiety Stress Scale-21, Multidimensional Scale of Perceived Social Support, and Rosenberg Self-esteem Scale. The results indicated that exposure to sexual harassment was associated with low perceived support from family (β = −0.94, 95% CI: −1.81, −0.07) and friends (β = −1.05, 95% CI: −1.90, −0.20). Women who were exposed to verbal insults reported more depressive symptoms (β = 1.67, 95% CI: 0.30, 3.05) and lower perceived support from family (β = −1.21, 95% CI: −2.09, −0.32) and friends (β = −1.18, 95% CI: −2.05, −0.32) than non-exposed women. Physical violence victimization was associated with low perceived family support (β = −1.13, 95% CI: −2.12, −0.13) and low self-esteem (β = −0.73, 95% CI: −1.46, −0.01). In conclusion, VAW victimization was associated with several adverse psychological deficits.