The number of migrants to Sweden from the Middle East and the Horn of Africa has increased strongly over the last decades. Many of these migrants come as refugees from regions of conflict, with limited social and financial resources, and many of the migrants face discrimination on labour market. Most newly arrived migrants find their homes in poor suburbs in the outskirts of the metropolitan regions in Sweden. In this paper, the mortality rates for all immigrants from predominately Islamic countries that officially resided in Sweden at any time between 1991 and 2010 are analysed using Cox proportional hazard regressions. The research questions in this paper focus on finding the associations between mortality rate and socio‐economic situations as well as the relationship between seasonal variations in religious activity and mortality. This large‐scale longitudinal study reveals that for men, especially men between 16 and 55 years of age, mortality rates are significantly lowered during Ramadan. Other factors affecting mortality rates include being a recent immigrant, civil, employment, and educational status as well as residing in immigrant dense areas.