Research has established that legal vulnerability has detrimental consequences for the mental health of undocumented individuals. The purpose of our study is to consider how practicing agency is associated with mental health in the face of such structural marginalization. To meet this goal, we conceptualize actions taken to resist structural inequality as acts of resistance to center immigrants’ agency in navigating and contesting their marginalization. Drawing on survey data with California undocumented college students, we examine to what extent engaging in three acts of resistance is associated with depression and anxiety symptomatology. We find that students with higher rates of political engagement and critical consciousness raising report higher depression and anxiety symptomatology. Findings suggest that structural approaches to studying mental health must also consider immigrants’ agency and efforts to navigate, respond to, and challenge their marginalization.