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Latina transgender women (LTW) are disproportionately vulnerable to depression, although the role of immigration/documentation status (legal authority to live/work in the U.S.) in depression has not been explored. LTW in Washington, DC were recruited into a cross-sectional study via convenience sampling. Most were Spanish-speaking Central American immigrants. Participants completed rapid HIV tests, and a Spanish-language survey assessing recent depressive symptoms (PHQ-2), sociodemographics, and factors from the minority stress framework: structural stressors (documentation status, stable housing), social stressors (discrimination, fear of deportation, violence) and coping resources (social support, resilience). Among immigrant LTW (n = 38), 24 were undocumented. Among the undocumented, the average PHQ-2 score was 2.7, and among the documented, the average PHQ-2 score was 1.4 (p < 0.05). Undocumented LTW were significantly more likely to experience employment discrimination, recent unstable housing, and fear of deportation. Bivariate and multiple linear regressions were performed to assess the relationship between documentation status and other correlates of past two week depressive symptoms. In multivariate analysis, PHQ-2 scores were inversely associated with being documented (p < 0.01), having an income above the federal poverty level, higher friends’ social support, and increased resiliency. Documentation status is an important correlate of depressive symptoms among LTW that should be considered within the context of health interventions.