Fatalism has been associated with non-adherence to health behavior in the past. This study compared fatalism of Chinese and Korean immigrants with native-born Caucasians (N = 309) and examined whether the relationship between fatalism and exercise, nutrition and medical screening would be moderated by ethnicity. Chinese reported higher fatalism than Caucasians and Koreans. Higher fatalism was associated with greater exercise among Chinese and Koreans, but less reported exercise among Caucasians. Caucasian participants had higher scores for nutrition and medical screening compared with Chinese and Korean immigrants. These findings indicate that fatalism is more prevalent among Chinese immigrants; however, there is no evidence of a detrimental effect of fatalism on exercise, nutrition or medical screening among the Asian immigrants. Caucasians with higher fatalism may be at greater risk of future illnesses, given the association between fatalism and sedentary behavior in this group. Differences between cultural groups in the adoption of health behavior justify the development and assessment of targeted interventions to optimize health promoting behaviors.