Background: The number of Saudi nationals immigrating to the U.S. continues to increase. Saudi women immigrants may be at increased risk for mental health disorders, including depression and anxiety, due to immigration-related stressors such as language difficulties, family separation, and cultural adjustment. Purpose: The purpose of this study was to measure anxiety and depression levels in Saudi women living in the U.S. and to assess factors affecting their intention to seek mental health services in the U.S. Methods: A descriptive cross-sectional design was employed, using online self-reported surveys. The study included a convenience sample of 160 Saudi women living in the U.S. Data was collected through social media and Saudi Arabian support groups from September 2021 to March 2022. Results: Depression and anxiety rates were 41.9% and 33.8%, respectively. Women whose time spent in the U.S. was longer and those who came for work or seeking treatment had a higher intention to seek mental health services. Saudi women with low mistrust of mental health staff and services in the U.S. strongly intended to seek mental health services. Anxious women reported lower intention to seek mental health services. Conclusion: This study found a high prevalence of depression (41.9%) and anxiety (33.8%) among Saudi women in the U.S. The level of depression was not related to the Saudi women’s intention to seek mental health services, while the anxiety level was negatively correlated with the Saudi women’s intention to seek mental health services. These findings show the need for further research and interventions to design and evaluate strategies to improve the mental health of Saudi immigrants living in the U.S.