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This article examines the effects of neighborhoods and schools on the achievement gaps between adolescents of different nativities and ethnicities. We show that neighborhood and school conditions are better for natives’ than for immigrants’ children, and they are the worst for Hispanic immigrants. Using cross-classified hierarchical models, we find that introducing neighborhood and school characteristics helps to account for the disadvantage of Mexican immigrants’ children but to reveal the advantage of Filipino immigrants’ children, compared to native non-Hispanic Whites. Neighborhood and school effects are not universal: they influence school performance of immigrants’ children more than that of natives’ children.