This paper examines the integration of Turkish labour migrant children in four countries across Europe in terms of their educational performance. By looking at the PISA 2003 (Programme for International Student Assessment) data pertaining to mathematics achievement of 15-year-olds, it explores the effects of ethnicity, gender and family background, on the one hand, and institutional factors (such as kindergarten attendance, grading and tracking), on the other, to offer a better understanding of the large immigrant-native gaps in educational performance. As a result, the author argues that institutional factors can have an impact on school-related integration, in addition to the effects associated with individual factors, thus adding another layer of disadvantage on the children of immigrants. (Contains 5 tables, 6 figures and 9 notes.)