This paper evaluates the effect on mental health of consecutive terrorist attacks in France in 2015 and 2016. We compile information about the three main terrorist attacks that struck France over this period and assess whether the potential effect on mental health (i.e., depression) of a terrorist attack is smoothed once people consider terrorist attacks as “the new normality.” We exploit data from the French Constances epidemiological survey and combine an event study strategy with a difference-in-difference approach to compare before-after changes in mental health the year of the attack with the same changes the year before. We show that the negative effect of a terrorist attack on mental health decreases over time from one attack to another, and disappears completely for the last attack. Socio-demographic composition of the sample, geographical or socio-demographic proximity to the victims or media exposure do not arise as factors responsible for this changing effect of terrorist attacks on mental health.