Programs to improve police interactions with persons with mental illness are being initiated across the country. In order to assess the impact of such interventions with this population, we must first understand the dimensions of how police encounters are experienced by consumers themselves. Using procedural justice theory as a sensitizing framework, we used in-depth semi-structured interviews to explore the experiences of twenty persons with mental illness in 67 encounters with police. While participants came into contact with police in a variety of ways, two main themes emerged. First, they feel vulnerable and fearful of police, and second, the way police treated them mattered. Findings elaborate on dimensions of procedural justice theory and are informative for police practice and mental health services.