In this study, we examined origin, destination, and community effects on first- and second-generation immigrants’ health in Europe. We used information from the European Social Surveys (2002–2008) on 19,210 immigrants from 123 countries of origin, living in 31 European countries. Cross-classified multilevel regression analyses reveal that political suppression in the origin country and living in countries with large numbers of immigrant peers have a detrimental influence on immigrants’ health. Originating from predominantly Islamic countries and good average health among natives in the destination country appear to be beneficial. Additionally, the results point toward health selection mechanisms into migration.