Existing theories (e.g., acculturative stress theory) cannot adequately explain why mental disorders in immigrants are less prevalent than in non-immigrants. In this paper, the culture-gene co-evolutionary theory of mental disorders was utilized to generate a novel hypothesis that connection to heritage culture reduces the risk for mental disorders in immigrant children. Four groups of children aged 2-17 years were identified from the 2007 United States National Survey of Children's Health: 1.5th generation immigrant children (n = 1378), 2nd generation immigrant children (n = 4194), foreign adoptees (n = 270), and non-immigrant children (n = 54,877). The 1.5th generation immigrant children's connection to their heritage culture is stronger than or similar to the 2nd generation immigrants, while the foreign adoptees have little connection to their birth culture. Controlling for age, sex, family type and SES, the odds for having ADD/ADHD, Conduct Disorder, Anxiety Disorder, and Depression diagnosis were the lowest for the 1.5th generation immigrant children, followed by the 2nd generation immigrant children and the foreign adoptees. The foreign adoptees and non-adopted children were similar in the odds of having these disorders. Connection to heritage culture might be the underlying mechanism that explained recent immigrants' lower rates of mental disorders.