Sexual harassment occurs more frequently in male-dominated fields and physics is a more male-dominated field than most other science, technology, engineering, and mathematics (STEM) fields. Thus, it is important to examine the occurrence and impact of sexual harassment on women in physics. A survey of undergraduate women, who attended a conference for undergraduate women in physics, revealed that approximately three quarters (74.3%; 338/455 ) of survey respondents experienced at least one type of sexual harassment. This sample was recruited from a large fraction of undergraduate women in physics in the United States. We find that certain types of sexual harassment predict a negative sense of belonging and exacerbate the imposter phenomenon. The types of sexual harassment that predict these outcomes, both forms of gender harassment, while seemingly less severe types of harassment, have been found to have substantially negative personal and professional consequences. These findings are important since prior work has found that sense of belonging and the imposter phenomenon are related to students' persistence in STEM fields. Our results have implications for understanding and improving persistence in physics by informing the community about the occurrence of sexual harassment and its effects so that we can begin to work towards reducing its occurrence and mitigating its effects.