Past research with migrant domestic workers (MDWs) has elucidated their vulnerability, stressors they face, as well as coping and resilience. However, they tend to be conducted through surveys, prioritising breadth over depth. To understand the individual experience of being an MDW, more in-depth exploration of these factors is required. An in-depth qualitative approach was used to explore the challenges faced by MDWs, how these challenges impact mental health, and the coping strategies they use to manage them. Semi-structured interviews were conducted with 11 female Filipino and Indonesian MDWs recruited from community settings. Reflexive thematic analysis generated three broad themes of challenges (migration-, work- and human rights-related), two themes for mental health (distress and well-being) and four themes for coping strategies (engaging with problems, managing emotions, avoiding problems and emotions and future-focused). Results are explored through the lenses of Maslow's Hierarchy of Needs, resilience-based stress-appraisal-coping model and Transactional Theory of Stress and Coping, focusing on the connections between unmet needs, mental health, and coping. Our findings elucidate potential factors contributing to the well-being of MDWs, which could inform MDWs, their employers, policy makers and other service providers on ways to maximise well-being of MDWs. © 2022 Elsevier Ltd