A stun gun with finger grip is disclosed. The stun gun is configured to fit and be held firmly within a palm of a user's hand and easily gripped with the user's fingers. A trigger is disposed within a finger grip aperture of a front housing and rear housing of the stun gun, where the trigger causes the stun gun to discharge an electric shock through electrodes mounted above the finger grip aperture to stun an assailant. The finger grip aperture is configured and placed on the stun gun to receive the user's finger therein when the stun gun is being gripped by the user's hand. The finger grip aperture protects the user's finger and prevents the assailant from easily dislodging the stun gun from the user's hand. The user's finger may be placed completely through the finger grip aperture to provide a firm grip on the stun gun. In addition, in a struggle with the assailant, the user's finger can remain firmly on the trigger and continue to depress the trigger to repeatedly shock the assailant.