Teachers' support and positive teacher–student bonds are key factors in promoting a sense of school belonging (SB) among adolescents. Previous research shows that immigrant‐origin adolescents (IOA's) report lower SB than their non‐immigrant peers do. This study examines if positive teacher–student bonds are equally beneficial for the SB of immigrant‐origin and non‐immigrant adolescents. Using PISA 2022 data, the moderating role of immigrant status in this relationship was assessed in European countries by multi‐level models (NStudents = 151,211, NSchools = 21,629, NCountries = 19). Country‐level analyses revealed that IOA's benefited less from positive teacher–student relations in 6 out of 19 countries. In Sweden, Belgium, and Portugal this moderation effect was conditional on the moderating role of school diversity promotion.