Unemployment rates are often higher for migrants than for natives. This could result from longer periods of unemployment as well as from shorter periods of employment. We jointly examine male native‐migrant differences in the duration of unemployment and subsequent employment using German panel data and bivariate discrete time duration models. Compared to natives, unemployed male migrant workers do not find less stable positions, but they need more time to find these jobs. The probability of leaving unemployment also varies strongly between ethnicities, while first‐ and second‐generation Turks are identified as the major problem group.