This investigation tested the applicability of four migratory theories in specifying the most stressful life changes among immigrants and the impact of these stresses on their mental health. The four theoretical notions—social isolation, cultural shock, goal-striving stress, and cultural change—were explicated and tested against a data set on Chinese immigrants. The empirical evidence showed that the four theories accounted for less than a quarter of the variance of the mental impairment scores. These theories differed in explanatory utility and in some instances predicted contradictory directions for relationships between mental illness and immigration experience. The results of the study suggest the need for further cross-cultural and comparative investigations dealing with the applicability of the existing migratory theories to mental illness.