  We demonstrate loading of SrF molecules into an optical dipole trap (ODT) via
in-trap $\Lambda$-cooling. We find that this cooling can be optimized by a
proper choice of relative ODT and $\Lambda$ beam polarizations. In this
optimized configuration, we observe molecules with temperatures as low as 14(1)
$\mu$K in traps with depths up to 570 $\mu$K. With optimized parameters, we
transfer $\!\sim\!5$% of molecules from our radio-frequency magneto-optical
trap into the ODT, at a density of $\sim\!2\times 10^{9}$ cm$^{-3}$, a phase
space density of $\sim\!2\times 10^{-7}$, and with a trap lifetime of
$\!\sim\!1$ s.
