The objective of this article is to find out why immigrants intend to stay in or leave their initial destination. The insight into such factors could help develop policy measures to deal with potential out‐migration, especially from the regions that view international migration as a solution to their demographic and economic difficulties. The study uses multinomial logistic regression to estimate the strength of association between migrants' intention to move and immigration category, human capital, economic and social factors. The data come from the Longitudinal Survey of Immigrants to Australia. The findings show that different groups of migrants have different propensities to move or stay in their initial destination. Employer‐sponsored migrants are even less likely to intend to relocate than family class. Highly educated and skilled migrants tend to be more likely to express the intention to move or have doubts. Satisfactory employment has a positive impact on retention.