An oft-heard concern about the sustainability of the welfare state is that generous social welfare provisions serve as an important pull factor in immigrants’ consideration of their preferred country of destination. With their accumulated social risks, immigrants are averagely more likely to claim welfare benefits, suggesting that generous provisions reinforce migration flows, and that migrants benefit more from welfare than they contribute to it. Yet, little is known about what immigrants actually think about government support to ensure a reasonable standard of living. To study immigrants’ ideas about the welfare state, we analyse the 2008 ‘Welfare Attitudes’ module of the European Social Survey. Our analysis shows that, although immigrants have somewhat stronger pro-welfare opinions than non-immigrants, these are largely explained by their more disadvantaged position in society and their more depressed opinions of the social malaise taking place in their receptive society. Furthermore, much to our surprise, we find that immigrants’ views on welfare closely follow those of the non-migrant population of the country they are living in, suggesting strong social integration at the opinion level.