This article examines the assumption that the social democratic welfare state is better than others in integrating immigrants into society, or at least that the comprehensive welfare state should compensate for the problems of labour market entry. A number of key indicators from The Living Conditions Survey are used to show that this assumption is inherently wrong. Immigrants do not have the same possibilities to enter the labour market, which is shown to have severe affects on other important areas of social and political citizenship. It stands clear that the social democratic welfare state, built and expanded on grounds of homogeneity, is insufficient to deal with changing circumstances in a plural society.