Despite the considerable growth of research examining discrimination's contribution to adolescent development and well‐being, relatively few studies to date have explored gendered patterns in the experience and effect of discrimination among youth. Applying intersectionality as a guiding theoretical framework, this study investigates gender differences in the reporting of racial discrimination and its relation with depressive symptoms. Data come from a survey of Cambodian American adolescents between 13 and 19 years of age (n = 466). Discrimination was considered across the domains of school and peers, from police, and overall. Results indicated that males were more likely than females to report racial discrimination overall and across specific contexts. Racial discrimination overall as well as discrimination from police and peers were related to increased depressive symptoms. However, although males reported more discrimination from police than females, the association between police discrimination and depressive symptoms was stronger among females than males.