This study examines the influence of having family members in the U.S. on Mexican family members’ psychological distress, taking family and community contexts into consideration. Using multilevel modeling analyses of the first wave of the Mexican Family Life Survey (MxFLS-1), we examined psychological distress of Mexiccan adolescents and married adults regarding the influence of having family members in the U.S. Although having children in the U.S. increased psychological distress for married adults, having spouses in the U.S. did not show significant association with psychological distress. For Mexican adolescents, having parents or siblings in the U.S. did not affect psychological distress significantly. Living in communities with high prevalence of transnational migration was associated with increased psychological distress for married adults and for adolescents. For married adults, multilevel modeling revealed that effects of having spouses and children in the U.S. varied across communities. The same was true for Mexican adolescents who have siblings in the U.S.