Around one billion people live in informal settlements, globally, including over half of Nairobi, Kenya’s three million residents. The purpose of this study was to explore women’s fear of victimization within Mathare, an informal settlement in Nairobi, Kenya and how fear of victimization influences behavior. Fifty-five in-depth interviews were conducted with women in 2016. A modified grounded theory approach guided data collection and analysis. Findings suggest fear of victimization is a serious concern in informal settlements. Women have found ways to adopt their behaviors that allow them to continue to function and protect their children despite fearing victimization, but at a potential cost to their health and well-being. Thus, there is a critical need for more research focused on social, economic, structural, community, infrastructure, technological, and individual strategies to prevent violence, enhance residents’ sense of safety, and, subsequently, minimize women’s fear of victimization in informal settlements.