Objectives The purpose of this study was to understand the influence of acculturation pressure of married immigrant women from Korean multicultural families on depression in the children of multicultural adolescents in the first grade of junior high school, and to verify the media effect of the parental efficacy of married immigrant women. Methods To test this, the study used the fourth data from the Multicultural Adolescents Panel Study, which involved 1228 multicultural adolescents and their multicultural mothers. Data analysis was performed using SPSS 26.0 program for frequency analysis, descriptive analysis and Pearson correlation analysis. In addition, Process Macro 4.0 and Model 4 developed by Hayes (2021) were used to test the research model and media effects. Results First, zero-order correlation analysis among mothers’ acculturation stress and parenting efficacy and their children’s depression revealed that there were significant correlations between the main variables. Second, acculturation stress of married immigrant women had a meaningful positive effect on depression in adolescent children, while acculturation stress had a negative effect on parental efficacy. At the same time, the parental efficacy also had a significant negative effect on their children's depression. Finally, parental efficacy of married immigrant women played a mediating role in the relationship between cultural stress in multicultural mothers and adolescent depression. Conclusions The results suggest that depression in children of multicultural adolescents can be addressed by reducing acculturation stress and improving parental efficacy in married immigrant women. Implications to reduce mothers’ acculturation pressure and to prevent and reduce depression in multicultural adolescents were discussed.