Objectives: The aim of the study was to evaluate differences in immunovirological response to combination antiretroviral therapy (cART) in migrant and native men and women within a European collaboration of HIV cohorts Collaboration of Observational HIV Epidemiological Research in Europ (COHERE) in EuroCoord, 2004–2013. Methods: Migrants were defined as those with geographical origin (GO) different from the reporting country and were grouped as originating from Western Europe and Western Countries (WEWC), Eastern Europe (EE), North Africa and the Middle East (NAME), sub-Saharan Africa (SSA), Latin America (LA), Caribbean (CRB) and Asia/Oceania (ASIA/OCE). Native (NAT) individuals were defined as those originating from the reporting country. CD4 cell counts were modelled using piecewise linear mixed-effects models with two slopes, whereas models to estimate subdistribution hazard ratios (sHRs) were used for time to virological response (VR) (i.e. time from cART initiation to the first of two successive HIV RNA measurements < 400 HIV-1 RNA copies/ml). Results: Of 32 817 individuals, 25 799 (78.6%) were men. The percentage of migrants was higher in women (48.9%) than in men (21.2%) and migrants from SSA accounted for the largest migrant group (29.9% in men and 63.3% in women). Migrant men and women from SSA started at lower CD4 cell counts than NAT individuals, which remained lower over time. VR was ≥ 85% at 12 months for all groups except CRB women (77.7%). Compared with NAT men and women, lower VR was experienced by NAME [sHR 0.91; 95% confidence interval (CI) 0.86–0.97] and SSA (sHR 0.88; 95% CI 0.82–0.95) men and CRB (sHR 0.77; 85% CI 0.67–0.89) women, respectively. Conclusions: Immunovirological response to cART in Western Europe varies by GO and sex of patients. ART benefits are not equal for all, underlining the point that efforts need to prioritize those most in need.