Depression is a barrier to employment among low-income caregivers receiving Temporary Assistance for Needy Families (TANF), and adverse childhood experiences (ACEs) and exposure to community violence (ECV) are often associated with depression. Using baseline data of 103 TANF caregivers of young children of the Building Wealth and Health Network Randomized Controlled Trial Pilot, this study investigated associations of two forms of employment-related resilience—self-efficacy and employment hope—with exposure to adversity/violence and depression, measured by the Center for Epidemiologic Studies Depression (CES-D) short form. Using contingency table analysis and regression analysis, we identified associations between ACEs and depression [OR = 1.70 (1.25–2.32), p = 0.0008] and having high levels of ECV with a 6.9-fold increased risk for depression when compared with those without ECV [OR = 6.86 (1.43–33.01), p = 0.02]. While self-efficacy and employment hope were significantly associated with depression, neither resilience factor impacted the association of ACE level and depression, whereas self-efficacy and employment hope modestly reduced the associations between ECV and depression, 13 and 16%, respectively. Results suggest that self-efficacy and employment hope may not have an impact on the strong associations between adversity, violence, and depression.