The current study examined how the level of perceived stress among women living in Dhaka varies by their degree of social capital and illustrated the relative significance of some of their sociodemographic statuses, such as employment status, marital status, education, and income level, with those variables of interest. In this cross-sectional study, data were collected from a total of 485 women, 243 formally employed (having a tax identification number), and 242 non-employed (50 students and 192 homemakers). Apart from the demographic information, the questionnaire includes statements from Cohen’s perceived stress scale (PSS) and the Internet Social Capital Scale (ISCS). Results indicate that social capital substantially reduces perceived stress, with the effect being particularly apparent among non-employed and unmarried women. While unmarried women experience higher levels of stress compared to married ones, it appears that women’s perceived stress levels do not differ by employment status, education, or income. In addition, there is no significant variation in social capital by marital status or income level; however, it is observed that working women possess higher social capital compared to unmarried women. The study concludes that women’s employment can contribute to their social well-being by enhancing their social capital, but their perceived stress levels may not differ substantially because of their formal employment.