Undocumented students face considerable stressors due to their precarious legal status, economic disadvantages, and social exclusion. Building on a growing body of the literature that has examined the mental health and psychological wellbeing of undocumented students, we disentangle the effects of multiple dimensions of legal vulnerability. Specifically, we examine whether multiple dimensions of legal vulnerability are associated with increased emotional distress and whether social support moderates this relationship. Using a survey of 1,277 undocumented students in California, we conducted hierarchical regression analyses to determine the unique and combined effects of legal vulnerability and social support on anxiety and depression. We find that legal vulnerabilities, including discrimination, social exclusion, the threat of deportation, and economic insecurity, and social support have direct effects on depression and anxiety symptomatology. The moderating effects of social support are only partially supported. Our results demonstrate the move beyond the study of immigration status to examine the effects of legal vulnerabilities on mental health.