Drawing on the life course perspective and the assumptive world theory, this paper examines whether pre-migration trauma exposure is associated with psychological distress through post-migration perceived discrimination for Asian American immigrants. The study is based on cross-sectional data from the National Latino and Asian American Study (N = 1639). Structural equation model is used to estimate the relationship between pre-migration trauma, post-migration perceived discrimination, and psychological distress. Additional models are estimated to explore possible variations across ethnic groups as well as across different types of pre-migration trauma experience. Pre-migration trauma exposure is associated with higher levels of psychological distress, both directly and indirectly through higher level of perceived discrimination, even after controlling for demographic/acculturative factors and post-migration trauma exposure. This pattern holds for the following sub-types of pre-migration trauma: political trauma, crime victimization, physical violence, accidental trauma, and relational trauma. Multi-group analyses show that this pattern holds for all Asian immigrant subgroups except the Vietnamese. Studies of immigrant mental health primarily focus on post-migration stressors. Few studies have considered the link between pre- and post-migration contexts in assessing mental health outcomes. The study illustrates the usefulness of bridging the pre- and post-migration context in identifying the mental health risks along the immigrant life course.