Purpose – The purpose of this study is to examine the empirical links between social housing policy and location choices of immigrants in France. Design/methodology/approach – The study characterizes the main individual and contextual determinants of the probability of immigrants to live in a HLM (habitations à loyer modéré), which is the main public housing policy in France. The authors use individual information coming from large (one-fourth) extracts of the French population censuses conducted by INSEE (Paris) in 1982, 1990, and 1999. Findings – In general, migrants live more frequently in social housing than French natives, other observables being equal. In particular, this frequency is higher for migrants from Turkey, Morocco, Southeast Asia, Algeria, Tunisia and Sub-Saharan Africa (in decreasing order). Moreover, migrants of all origins live less often in a HLM when the city has plenty of social housing and when the fraction of natives is high. Research limitations/implications – The dataset can only measure statistical association between location choices of immigrants and the supply of social housing units at the local level, in the absence of panel data and instrumental variables. Interpretation in terms of causality is thus not permitted. Originality/value – The dataset used is especially valuable for studying location choices of immigrants, since it allows significant samples of immigrants, according to their country of origin, these groups being generally too small in (French) surveys.