Fear of crime is more pervasive and harder to address than crime itself and can cause physical and psychological health complications, particularly for women. Fear of crime is not always grounded in direct exposure to crime. Instead, it may be more directly linked to social cohesion and/or perceptions of neighborhood disorder, but little is known about these associations in informal settlements. This paper sought to explore these relationships in Mathare—a large informal settlement in Nairobi, Kenya. Using responses from surveys with 550 women in Mathare, we conducted regression, mediation, and moderated mediation analyses to investigate relationships between neighborhood disorder, fear of crime, and neighborhood cohesion and explore how these associations vary across geographic spaces (villages). Findings suggest that women’s perceptions of neighborhood disorder are associated with fear of crime; neighborhood cohesion partially mediates the relationship between perceptions of neighborhood disorder and fear of crime; women’s fear of crime varies by village; and the mediating role of neighborhood cohesion also varies by village. Efforts to build and strengthen social cohesion in informal settlements may help to reduce women’s fear of crime, but more research is needed to explore under what conditions and in what spaces interventions are the most effective.