The current educational context in many European countries is characterised by a student population showing great cultural diversity due to the increased immigration of the last few decades. The goal of this study is to analyse the perceptions and decisions of physical education teachers in relation to improving the social inclusion of immigrant girls. The theoretical underpinning of this study is the concept of intersectionality as developed within third wave feminism. The methodological framework for this study is its focus on teacher thinking, with special attention paid to the concept of implicit theories. Two qualitative research techniques are used, the interview and the focus group, and participants were 19 physical education teachers from state primary schools in the Baix Llobregat region of Catalonia, Spain. The resulting data reveal these teachers' beliefs regarding (a) their training in interculturality and gender, which they regard as very limited; (b) the engagement of immigrant girls in physical education activities, initially high but diminishing as they get older; (c) the involvement of girls' families in their schooling, which may condition their degree of participation; (d) the various strategies and decisions that teachers must make about organisation and intervention, some of which concern whether and how to form mixed-gender groups for specific activities; and (e) the responsibility they feel for motivating immigrant girls to participate in physical education. Analysis of the results through the lens of intersectionality suggests that teacher education would be enhanced by (a) greater training in cultural diversity from the perspective of gender, with a view to fostering the inclusion of all students; (b) training in intercultural communication competence skills; (c) greater sensitisation to how language use and other classroom behaviours may unwittingly reinforce male dominance; and (d) the promotion of reflection in the context of situated practices.