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This study seeks to explore the antecedents of the first- and second-generation (1G and 2G) immigrant students’ academic performance using the PISA 2018 data. After removing the countries opted to exclude questions relevant to the immigration and implementing casewise deletion, the total student sample size amounted to 11,582 students, nested in 534 schools, which, in turn, were nested in 20 different countries. The findings from three separate stepwise multi-level regression models revealed substantial indicators of mathematics, science, and reading achievement at the within- and between-school levels, while GDP per capita did not have any significant effect at the country level. Implications are discussed for educational practice, policy, and research.