The process of acculturation observed in immigrants is part of an adjustment to the values and norms of a new society, and possibly the loss of norms of the society of origin. Acculturation has been linked to stress-related psychological disorders such as depression. The present study investigates the relationship between three acculturation domains (everyday life behaviors, wishful orientation/nostos, and ethnic identity) and symptoms of depression in a sample of foreign immigrants living in Athens, Greece. The sample consisted of 317 immigrants who visited two non-governmental organization polyclinics. All participants were interviewed using the Immigrant Acculturation Scale (IAS) and the Center for Epidemiological Studies Depression Scale (CES-D). The results showed that 133 (42%) out of the 317 interviewees were in a depressive state (CES-D > 15). The main finding was that high CES-D scores were related to low scores in the IAS Everyday Life and Wishful Orientation factors, while no relationship was found between depressive symptomatology and the IAS Identity factor. Short duration of stay in Greece, lack of steady job, and lack of residence permit were also related to high CES-D scores. In conclusion, adaptation to mainstream culture daily behaviors as well as the wish to integrate with individuals from the mainstream culture and settle permanently in the new country could be seen as part of an adaptive mechanism that protects the individual from experiencing depressive symptomatology.