Depression is a leading cause of global disease burden, and women report higher rates of depression than men. Among immigrants, gender disparities are more pronounced. But despite variation among immigrants by their legal status-which shapes correlates of mental health disorders-little is known about how and why legal status relates to gender inequalities in immigrants' depression. Using longitudinal data from the New Immigrant Survey, I find evidence that female immigrants have persistently higher likelihoods of a common depressive symptom, dysphoric mood, than male immigrants. Legal status is related to this disparity: there is a legal status gradient in dysphoria for immigrant women, but not for immigrant men. Accounting for processes of selection, some of the relationship between legal status and dysphoria for women is explained by healthcare resources and expectations for security. The results are consistent when predicting major depressive disorder, and the findings have implications for gender and population health.