The current study presents the development and validity of the Protective Factors Mexican Immigrants (MIA) scale. This study reports the factor structure, reliability and validity of the MIA scale. Self-report data was collected from 291 Mexican immigrants in Central California. Exploratory factor analysis indicated a 22-item three-factor protective factors solution best explained the data (Internal, Cultural and Community Supports). Results indicated high internal consistency reliability for the internal and cultural protective factors in the sample. Questionable consistency was found for the community supports protective factor. The criterion validity was established by showing that MIA scores were highly positively correlated with participants' subjective well-being scores. The moderation analysis indicated that none of the three protective factors buffered the relationship between risk and subjective well-being for Mexican immigrants. However, participants who reported higher levels of the internal, cultural and community supports factors experienced higher subjective well-being, and lower levels of perceived risk. Implications, limitations and areas of future research are presented.