Despite the appeal of the “enclave thesis” and the “blocked mobility thesis,” there are other relevant factors that help to explain why some immigrants engage in self-employment. Using the Longitudinal Immigration Data Base in Canada for 1980 to 1995, this study identifies characteristics of immigrants that yield a higher or lower propensity to self-employment. Descriptive statistics show that immigrants often use self-employment to supplement employment income and that the intensity and extensity of self-employment vary among immigrant entry cohorts, depending on gender, the year of immigration, and duration of stay in Canada. A logistic model predicting self-employment indicates that arrival in better economic years, longer residence in Canada, higher educational levels, older immigrants, and immigrants selected for human capital have higher odds of self-employment. These findings suggest that even though immigrants may be attracted or driven to self-employment, better-equipped immigrants are more inclined to engage in self-employment.