Members of structurally disadvantaged social groups report more frequent exposure to a variety of negative life events and chronic strains, yet little research has examined whether similar patterns exist for anticipatory stressors, or challenging circumstances that loom as potential threats in the future. This study uses data collected as part of a national survey of college seniors (N = 995) to examine how anticipatory stress regarding economic and residential security, exposure to traumatic events, and experiences of discrimination vary by gender identity, race-ethnicity, sexual orientation, and first-generation college student status. Consistent with stress theory, anticipatory stressors are more commonly reported by members of disadvantaged groups. Notably, variation in anticipatory stressors explains a nontrivial proportion of differences in depressive symptoms found across gender identity and sexual orientation categories. Findings signal the necessity of incorporating anticipatory stressors into research in the stress paradigm to further disentangle the contributions of social stressors to health disparities.