The relationship between ethnicity and biology is of interest to anthropologists, biomedical scientists, and historians in understanding how human groups are constructed. Ethnic self-identification in recently admixed groups such as Hispanics, African Americans, and Native Americans (NA) is likely to be complex due to the heterogeneity in individual admixture proportions and social environments within these groups. This study examines the relationships between self-identified ethnicity, self-estimated admixture proportions, skin pigmentation, and genetic marker estimated admixture proportions. These measures were assessed using questionnaires, skin color measurements, and genotyping of a panel of 76 ancestry informative markers, among 170 Hispanics and NAs from New Mexico, a state known for its complex history of interactions between people of NA and European (EU) ancestry. Results reveal that NAs underestimate their degree of EU admixture, and that Hispanics underestimate their degree of NA admixture. Within Hispanics, genetic-marker estimated admixture is better predicted by forehead skin pigmentation than by self-estimated admixture. We also find that Hispanic individuals self-identified as "half-White, half Hispanic" and "Spanish" have lower levels of NA admixture than those self-identified as "Mexican" and "Mexican American." Such results highlight the interplay between culture and biology in how individuals identify and view themselves, and have implications for how ethnicity and disease risk are assessed in a medical setting.