Using a unique dataset (N=2,014), we examine the pre‐ and post‐migration determinants of socio‐cultural integration among first‐generation immigrant groups in southern Europe: Moroccan and Senegalese migrants in Spain, and Egyptian and Ghanaian migrants in Italy. The results of the pooled and immigrant‐group specific regression analyses partly highlight the dominance of pre‐migration factors. Immigrants who were well‐educated and well‐informed prior to migrating and who migrate at a young age, achieve higher levels of socio‐cultural integration. Going against some hypotheses found in the literature, female gender and North African origin have a positive effect on socio‐cultural integration as opposed to male gender and sub‐Saharan origin. With regard to post‐migration factors, occupational status is the main economic determinant of socio‐cultural integration. Interestingly, being employed as such has no significant effect on socio‐cultural integration. This suggests that labour market segmentation and discrimination negatively impact upon socio‐cultural integration. The results also suggest that policies allowing immigrants to benefit from the human capital they carry across borders and achieve upward socio‐economic mobility are likely to enhance their socio‐cultural integration.