This paper examines how a group of mosque-practicing Muslim women in Denmark cope with personal discriminating actions and confrontations with stigmatising stereotypical discourses related to their religion and gender. Based on qualitative interviews with 33 mosque-practicing Muslim women, we provide examples of various experiences with discrimination related to their religion and gender. The study demonstrates how mosques support women by providing a strong sense of belonging and a religious language of advocacy. Hence, this study empirically highlights an aspect of the relationship between religious belonging and individuals’ mental health and contributes to the knowledge of Muslim minorities by providing insights into women’s experiences of victimisation. Additionally, we clarify misconceptions about the meaning of Muslim practices, such as the wearing of a veil and gender division in mosques.