This study utilized the reformulated theory of learned helplessness to investigate the relationships of sexual and gender-based violence (SGBV), learned helplessness, depression and sexual-risk behaviours among refugee women in a camp setting in Botswana. Simultaneous multiple regression analysis showed that past SGBV predicts current sexual-risk behaviour (F = 2.018; p < .011). Although the hypothesized mediating roles of learned helplessness and depression on the relationship between past SGBV and current sexual-risk behaviour were not supported, 55% of participants experienced learned helplessness and 90% were depressed.