Hundreds of millions of people suffer anxiety disorders globally, demonstrating need for scalable and effective interventions. Adverse childhood experiences contribute to this mental health burden. The stress-buffering hypothesis, which posits social factors moderate prior adversity and subsequent mental health outcomes, provides one theoretical avenue to consider observations that group-based microfinance programs improve social capital. We investigate associations between adverse childhood experiences, generalized anxiety among adults and social capital associated with participation in a group-based microfinance program in rural Kenya. Adult participants (n = 400 women) responded to standardized measures of childhood adversity in June 2018, group-affiliated social capital and generalized anxiety in June 2019. Cumulative adverse childhood experiences predicted higher anxiety, which was statistically moderated by the presence of group-affiliated interpersonal trust. This study is the first to find social capital associated with participation in a group-based microfinance program statistically moderates expected associations between adverse childhood experiences and adult generalized anxiety. Future study should be conducted using a cluster-randomized control design to further assess the potential of this intervention method to ameliorate associations between past adversity and current mental health.