Using data from the birth cohort of the Early Childhood Longitudinal Study (n = 1,200) and the Mexican Family Life Survey (n = 1,013), this study investigated the living arrangements of Mexican-origin preschool children. The analysis examined children’s family circumstances in both sending and receiving countries, used longitudinal data to capture family transitions, and considered the intersection between nuclear and extended family structures. Between ages 0–1 and 4–5, Mexican children of immigrants experienced significantly more family instability than children in Mexico. They were more likely to transition from 2-parent to single-parent families and from extended family households to simple households. There were fewer differences between U.S. children with immigrant versus native parents, but the higher level of single parenthood among children of natives at ages 0–1 and the greater share making transitions from a 2-parent to a single-parent family suggest ongoing erosion of children’s family support across generations in the United States.