Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many types of dependence. Let $(ξ_1,\dots,ξ_N)$ be a centered Gaussian vector with standardized entries, whose correlation matrix $R$ satisfies $\max_{i\neq j} R_{ij}\leq ρ_0$ for some constant $ρ_0\in (0,1)$. Then, for any $ε_0\in(0,\sqrt{1-ρ_0})$, we establish an upper bound on the probability $\mathbb{P}(\max_{1\leq j\leq N} ξ_j\leq ε_0\sqrt{2\log(N)})$ in terms of $(ρ_0,ε_0,N)$. The bound is also sharp, in the sense that it is attained up to a constant, independent of $N$. Next, we apply this result in the context of high-dimensional statistics, where we simplify and weaken conditions that have recently been used to establish near-parametric rates of bootstrap approximation. Lastly, an interesting aspect of this application is that it makes use of recent refinements of Bourgain and Tzafriri's "restricted invertibility principle".