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Research studies of immigration and crime have increasingly found that immigration has no association or a negative association with crime, despite theoretical and popular expectations to the contrary. This has been discussed as part of a broader “Latino paradox,” as immigrants have been observed to fare better than natives on other outcomes (e.g., health), despite higher levels of disadvantage. Largely missing from this literature, however, is the distinction between undocumented and documented immigration. In one recent study that made this distinction (Landale et al. 2015), the children of undocumented Mexican immigrants were found to have more behavior problems than children of documented immigrants and U.S. born parents. The current study draws on this work to investigate the link between immigration legal status and risky and delinquent behaviors. In multilevel analyses of a representative survey of neighborhoods and households in Los Angeles County, the Los Angeles Family and Neighborhood Survey, we found evidence that the adolescent children of undocumented immigrants have lower odds of risky behavior than the children of U.S. born parents, consistent with the Latino paradox. There was no significant difference in delinquent behavior. These relationships were not explained by behavioral problems, neighborhood characteristics, or parental substance use.