The economic integration of immigrants is most frequently studied with cross-sectional data (censuses and surveys). Here we analyse the process of integration of immigrants into the labour market, using a longitudinal survey carried out in Montreal with a cohort of immigrants who arrived in Quebec in 1989. The central hypothesis of our research is that the national origin plays an important role in the immigrant’s economic integration, defined here by access to a first job and the capacity to remain employed in the labour market (i.e., number of weeks worked) during the first 18 months after arrival. The results indicate that once socio-demographic and human capital variables are taken into account, immigrants from developing countries and from Eastern Europe have greater difficulties than those from the United States, France and the rest of Europe in becoming integrated into the labour market.