In a US population of adult male and female Sikh immigrant participants (N = 350), we explored sociocultural factors related to depression, giving participants a choice between English or Punjabi surveys. Language preference pointed to a subgroup with higher levels of depression and lower satisfaction with life. Underreporting of depression suggests a general reluctance to discuss depression. While multiple sociocultural variables were associated with depression bivariably, multivariate analysis identified negative religious coping and anxiety as unique predictors of depression. Community interventions should tap into the protective close-knit social fabric of this community as an opportunity to change the stigma of mental health.