Background: The association between international migration and mental health is conditioned to several factors, and discrimination may play a significant role. Currently, Peru is one of the principal Venezuelan migrant-receiving countries in Latin America. There are around one million Venezuelan refugees and migrants in the country. This study evaluates the association between self-perceived discrimination and mental health problems in Venezuelan population living in Peru. Method: We analyzed data from the Venezuelan Population Residing in Peru Survey 2018, a nationally representative urban sample aimed at collecting information on several dimensions of Venezuelan population wellbeing. We applied logistic regression models to assess the association between self-perceived discrimination and mental health problems. Moreover, we applied the propensity score matching method as a robustness check of our results. Results: Of 9487 Venezuelans surveyed, 6806 included complete information. From this sample, 6.3% reported mental health problems related to fear, anger, anxiety, or stress. Logistic regression models showed that Venezuelans who perceived being discriminated against had 2.4 higher odds of presenting mental health problems than their non-discriminated counterparts. Moreover, propensity score matching models showed that Venezuelans who perceived being discriminated against increased by 3.5 percentage points their probability of presenting mental health problems compared to their non-discriminated counterparts. Conclusions: There is evidence that self-perceived discrimination is associated with mental health deterioration in Venezuelan migrants living in Peru. Our findings are relevant in the current geopolitical context and could be useful in the decision making processes in international health.