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This study explores the role of pharmaceuticals with depression or suicidality as a side-effect in explaining the immigrant depression paradox. Immigrants generally report less depression than their native-born peers, despite the socio environments that are less conducive to well-being. This immigrant advantage in mental health tends to recede with time in the US and more acculturation. To date, an explanation for this pattern has remained elusive, partly because acculturation is also associated with many desirable outcomes, suggesting less depression with more acculturation. Data came from seven two-year waves (2005–2006 to 2017–2018) of the National Health and Nutrition Examination Survey (NHANES). Depression was measured using the Patient Health Questionnaire (PHQ-9). Linear and logistic regressions were used to estimate the immigrant differences in depression, while controlling for sociodemographic characteristics, healthcare access, health conditions, and the use of medications with depression or suicidality as a side-effect. 30.3% and 22.7% of US-born adults used at least one medication with depression or suicidality as a side-effect, compared to 16.4% and 9.2% of foreign-born adults. Access to healthcare improved with time in the US and with acculturation, and both of these factors were also positively associated with the use of medications with depression or suicidality as a side-effect. The magnitude of the mediation associated with medication side-effects was significant, in many cases sufficient to eliminate the relationship between acculturation – whether expressed in terms of time in the US, English-language use, or nativity – and depression. Exposure to medications with depression or suicidality as a side-effect helped explain part of the relative mental health advantage of foreign-born residents, as well as the diminishing advantage associated with time in the US and with acculturation.

The role of pharmaceutical side-effects in depression among immigrants