<p>Limited research explores sex differences in psychological distress and its risk factors across minority communities, especially immigrant populations. This study aimed to estimate the prevalence of psychological distress and its sociodemographic, biological, behavioral, and clinical risk factors among male and female Black and White immigrants. Drawing from the 2005–2018 National Health Interview Surveys data, a sample of male (n = 21,082) and female (n = 24,984) adult Black and White immigrants (n = 46,066) was analyzed using weighted multivariable logistic regression models. In terms of biological factors, older age (i.e., ≥ 65 vs. 18–25 years) was significantly associated with lower odds of psychological distress for males and females. Being overweight was also significantly associated with lower odds of psychological distress factor for males, while being overweight or obese was significantly associated with higher odds of psychological distress for females. For behavioral factors, alcohol drinking (current and former) and smoking (current and former) were significantly associated with higher likelihood of psychological distress for both groups, but the effect sizes for drinking were higher for males while those for smoking were higher for females. With clinical factors, having one or more chronic diseases was associated with higher odds of experiencing psychological distress, especially for females. More sex-specific considerations should be addressed in mental health research and intervention to meet the needs of male and female immigrants.</p>