Relying on two unique data-sets on Chinese older immigrants (N = 3,157) and younger immigrants with ageing parents (N = 469) in Chicago, this study compared the level of filial expectation among the two groups and examined the predictors and mental health implications of having high filial expectation among each group. Results of t-tests, logistic regression and negative binominal analyses showed that, regardless of socio-demographic variables, acculturation, physical health and family relations, Chinese adult children had higher filial expectations on themselves than older immigrants’ filial expectation on the younger generation. Chinese older immigrants who had less education, lower levels of acculturation, poorer health and closer relationships with children reported higher filial expectation. In the cohort of younger immigrants, high filial expectation was associated with lower income, better health and closer relations with their parents. In addition, having high filial expectation was associated with lower levels of depression and anxiety among the older immigrants, but not among the younger cohort. The results indicated that, whereas Chinese older immigrants seemed to adapt their filial expectation in the new society, the younger cohort still strongly adhere to this traditional family norm. Maintaining strong filial expectation might be a protective factor for older immigrants’ mental health. Practice and policy implications of these findings are discussed in the paper.