This paper explores the extent to which people of different origins, natives and migrants, come together in everyday life in Europe. Instead of looking at overall ‘perceptions’ and ‘stances’, which are context-dependent and mediated through political-ideological currents and discourses as well as broader patterns of prejudice, we focus on sustained close contacts that suggest meaningful and organic relationships. Since it is most often people of migrant background who are blamed for leading ‘parallel lives’ and ‘not integrating’, we chose to focus on them and their interethnic friendships. Moreover, we seek to understand the relevance and role of the neighbourhood context in the development of those relationships. Despite the expressive fears in public discourses about the supposed negative impact of the presence of immigrants and ethnic minorities on social cohesion, our findings indicate that close interethnic relationships are not uncommon in diverse European cities. They further highlight that the neighbourhood context plays an important role in the first years of migrants’ settlement. Relationships in the neighbourhood develop in less formal social settings and are also less demanding in terms of host-country cultural skills on the part of the migrants, thus giving the opportunity to newcomers to develop close interethnic relationships with natives. Finally, the analysis supports the positive role of diversity at the neighbourhood level in the development of interethnic friendships and stresses the importance of the neighbourhood’s socio-spatial characteristics and its location in the wider urban net.