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The purpose of this study was to better understand the relation between psychological distress and alcohol and substance related sexual risk in Latino migrant day laborers (LMDLs). In addition to examining the roles of depression and anxiety, it was also necessary to examine the role of desesperación, a popular Latino idiom of distress frequently expressed by LMDLs in response to the thwarting of major migration related life goals such as traveling to the U.S. in search of work to support families, projects and purchases in country of origin. Given the structural vulnerability of LMDLs to under-employment and frequent unemployment, LMDLs also refer to desesperación as a prelude to problem drinking, substance use, and sexual risk taking. Hence we developed and validated a scale of desesperación for LMDLs to explore this culturally relevant construct of psychological distress in this unique population of Latinos. Based on a cross sectional survey of 344 LMDLs, this study found that the dissatisfaction subscale of desesperación predicted alcohol-related sexual risk taking, while depression predicted substance-related sexual risk taking. These findings are discussed including implications of preventing alcohol and substance related sexual risk taking in LMDLs.