Drawing upon a sample of 296 new immigrant women in Hong Kong, this study investigated how social service utilization, family functioning, and sense of community influenced the depressive symptoms of new immigrant women. Results of the structural equation modeling suggested that family functioning and sense of community were both significantly and negatively associated with the depression of new immigrant women. Utilization of community services also influenced the depression of immigrant women indirectly through the mediating effect of sense of community. Implications of the research findings for mental health intervention were discussed.