MEMORANDUM **

Richard Armstrong appeals the district court’s dismissal, for lack of subject matter jurisdiction, of Armstrong’s action seeking judicial review of the Commissioner of Social Security’s denial of his application for disability insurance benefits. We have jurisdiction pursuant to 28 U.S.C. § 1291, and we affirm substantially for the reasons given by the magistrate judge and adopted by the district court.

Armstrong did not exhaust his administrative remedies because he did not timely request a hearing before an Administrative Law Judge (“ALJ”), see 42 U.S.C. § 405(g), and a decision denying a request to extend the time period for requesting review is not subject to judicial review, see 20 C.F.R. § 404.903(j); Subia v. Comm’r of Soc. Sec., 264 F.3d 899, 902 (9th Cir. 2001).

The district court did not err in declining to waive the exhaustion requirement because Armstrong raised neither a color-able constitutional claim nor a claim that was collateral to his substantive claim of entitlement to benefits. See Kildare v. Saenz, 325 F.3d 1078, 1082 (9th Cir. 2003); Subia, 264 F.3d at 902. Armstrong has not raised a colorable constitutional claim because he does not allege that he received deficient agency notice, because Armstrong was represented by counsel, and because the ALJ considered Armstrong’s mental capacity in denying his request for an extension of time. See Udd v. Massanari, 245 F.3d 1096, 1099 (9th Cir. 2001). We also agree with the magistrate judge’s reasoning on collaterality: “Plaintiffs claim ... goes to the individual application *351 of regulations by the ALJ, and, ultimately, to the determination of plaintiffs benefits. [It] does not challenge an Agency policy that would rise or fall on its own.” See Kildare, 325 F.3d at 1082-83.

AFFIRMED.