Acculturation and depression are linked to poor sleep quality and sleep problems that may explain ongoing health disparities for Hispanics/Latinos. We examined the associations of acculturation, depression, and sleep duration among the Mexican American population. We used a multinomial logistic regression model on cross-sectional data from the 2005–2018 National Health and Nutrition Examination Survey on 4,700 Mexican American adults aged ≥18 years old. The outcome of sleep duration was operationalized as short (≤6 h), optimal (7–8 h), and long (≥9 h). Acculturation was constructed using years living in the U.S. and language(s) spoken at home (majority Spanish, English and Spanish equally, majority English). Depression severity was assessed using the 9-item Patient Health Questionnaire. Covariates included gender, age, marital status, income, and U.S. citizenship. Speaking majority English (Adjusted Odds Ratio (AOR) = 1.23; 95% Confidence Interval (CI) = 1.00–1.52) and mild (AOR = 1.63; 95%CI = 1.32–2.01), moderate (AOR = 1.94; 95%CI = 1.43–2.63), and moderately severe/severe (AOR = 2.58; 95%CI = 1.72–3.88) levels of depression were significantly associated with short sleep duration. Living in the U.S. for ≥10 years (AOR = 1.61; 95%CI = 1.17–2.23) and moderately severe/severe depression (AOR = 2.30; 95%CI = 1.34–3.93) were significantly associated with long sleep duration. Our results provide additional evidence of a link between acculturation, depression, and short and long sleep duration among the Mexican American population. Understanding the sleep health of this population is important for informing future public health interventions and research. Additional investigation into the relationship between acculturation/depression and other sleep health measures among this population is warranted.