The current study examined the role of sociodemographic factors of income, education level, and immigration status, as well as bilinear Latino masculinity (i.e., machismo and caballerismo) on self-esteem among 70 Mexican day laborers. A hierarchical regression analysis revealed in the final model that immigration status was a significant negative predictor of self-esteem, whereas caballerismo was significantly positively related to self-esteem. An interaction effect between machismo and caballerismo suggested that caballerismo served as a protective factor against the role of machismo on self-esteem. In addition, findings suggested men who scored low or high on both machismo and caballerismo scored higher on self-esteem than men who scored high or low on one but not the other. Implications for practice and research are discussed.