This study, as guided by cultural-ecological frameworks, examined multiple contextual stressors, including subjective economic hardship, acculturation, discrimination, and negative perceptions of school safety, as simultaneously linked to adolescents' depressive symptoms, as well as the role of gender, familism values, family cohesion, and school connectedness on these associations. Data come from the Children of Immigrants Longitudinal Study (Portes and Rumbaut 2012) that included second-generation 8th- and 9th-grade children of foreign-born parents from the Mexican-origin subsample (n = 755; 52% male; time 1 M age = 14.20 years). Adolescents were either born in (60%) or immigrated prior to age 5 to the USA. Results of the regression analysis conducted via M"plus" indicated that Mexican-origin female adolescents had higher levels of depressive symptoms at age 17. Subjective economic hardship, general discrimination, and negative perceptions of school safety were related to higher levels of depressive symptoms. Family cohesion was related to lower levels of depressive symptoms. Youth gender, familism values, family cohesion, and school connectedness were significant moderators. The present findings point to not only the harmful effects of subjective economic hardship, general discrimination, and negative perceptions of school safety on second-generation Mexican-origin adolescents' mental health but also the significant protective role of school connectedness and family cohesion in promoting adolescents' well-being. Implications for school psychology research and practice are discussed.