Because of high unemployment rates among youth in Europe, comparative research has focused on identification of those risks and opportunities associated with the integration process from unemployment to work. The integration process of immigrant youth, however, received much less attention, despite their initially higher risk of unemployment than that for non-immigrant youth. Therefore, this study aims to analyse the exit from longer-term unemployment, with a focus on the integration into work of young immigrants in Finland, Sweden, France and Germany, countries that represent different welfare models and have different integration policies towards immigrants. The research is based on a European survey on youth unemployment with representative samples of longer-term unemployed young people in each of the studied countries. The results demonstrate that longer-term immigrant youth, compared with their non-immigrant counterparts, are less likely to find employment in Finland, face greater risks of mental health problems in Sweden and face increased risks of financial deprivation in France. In agreement with previous literature, these findings demonstrate that, with regard to expectations, the social democratic welfare states in particular have failed to promote the integration of longer-term unemployed young immigrants. (Contains 4 tables.)