This paper deals with the issues of selective migration moves, and the production and reproduction of immigrantdense neighbourhoods in Stockholm, Sweden. It has been shown earlier that selective migration, that is, socioeconomic and ethnic differences between those leaving, entering and staying in so‐called deprived neighbourhoods, reproduces these neighbourhoods' characteristics of being poor and immigrant dense. Key concepts launched to inform such studies and derived from the US segregation discourse are “white fight” and “white avoidance”, meaning that native people (or white people in the US case) tend to leave neighbourhoods experiencing growing numbers of immigrants (black people) and which they also tend to avoid moving into such neighbourhoods. Using a complete set of geo‐coded longitudinal individual data for the 2005–2008 Stockholm County population, this paper contributes to our understanding of ethnic differences in the intra‐urban migration system. Three empirical questions are addressed: what individual characteristics distinguish (1) those who move into neighbourhoods experiencing rapidly increasing immigrant densities from those moving elsewhere in the urban region; (2) those who leave neighbourhoods experiencing rapidly increasing immigrant densities from those who stay put; (3) those who move in the direction of higher immigrant densities from those moving into lower densities? Results from multivariate statistical analyses provide support for the avoidance hypothesis but less support for the fight hypothesis. When controlling for a range of individual and neighbourhood attributes there is clear evidence that native‐born Swedes are less inclined than most immigrant categories to move into immigrant dense areas while ethnic origin does not seem to matter much when explaining who leaves such areas.