The attitudes of the European Union (EU) citizens towards immigration and the impact of their national identification on attitudes towards the EU have received ample attention in the literature. However, the immigrants' identification with Europe has not been adequately studied. This article investigates the impact of non-EU immigration heritage on European identification. Based on social identity theory and using Eurobarometer cross-sectional data, it compares the European identification of those with a first generation non-EU immigration heritage to that of EU country natives. Moreover, it focuses on salient aspects of immigrant experience such as country policies directed at reducing discrimination and personal experience of discrimination. The results show that those with non-EU immigration heritage have higher European identification compared to the natives. Furthermore, in line with social identity theory, this article shows that successful anti-discrimination policies pull immigrants towards national identification rather than European identification.