A roofing underlayment comprises a reinforcing layer, which is extrusion coated on at least one side with an anti-slip coating layer. The reinforcing layer comprises a woven polyethylene or polypropylene scrim. The anti-slip coating layer comprises a compound based on a styrene and ethylene/butylene-styrene, S-E/B-S, block copolymer, such as the compound sold under the trademark KRATON.RTM. MD6649. The anti-slip coating layer may also be embossed. The anti-slip coating layer is low in cost and helps prevent water from penetrating the primary roofing material. In addition, the anti-slip coating layer provides an improved anti-skid surface upon which an individual may safely walk. Embossment improves the wet slip resistance of the roofing underlayment.