Latino youth appear to be at higher risk for depression relative to youth from other ethnic groups. This study assessed the relationship between nativity and several forms of internalizing distress among Mexican American middle school students as well as sociocultural factors that may help explain this relationship. Immigrant Mexican American youth (n = 78) reported significantly higher social anxiety and loneliness than U.S.-born Mexican American youth (n = 83). Acculturation stress and English proficiency were identified as significant mediators of these nativity differences. Although internalizing problems and depression symptoms did not vary across nativity groups, both were related to lower affiliative obedience. The findings point to cultural socialization values and contextual influences as important variables in the mental health of youth in immigrant families. (Contains 4 tables.)