Investigating future migration intentions as a proxy of future migration behaviours is useful to capture a more complete understanding of the entire migration process.This also allows a fuller consideration of the policy implications of these intentions for the origin and destination countries. The aim of this paper is to analyse the individual factors associated with the return migration intentions of first-generation migrants living in Italy, a new immigration country, whose migrants' return intentions have been little explored so far. We use data from the survey on the "Social Condition and Integration of Foreign Citizens" carried out by ISTAT in 2011-2012, and we apply a binary logistic regression model. The results show both the complexity and the interconnection of the factors associated with return migration intentions and that migration projects, histories, and goals count more than legal status for return intentions. Moreover, results prove that return migration intentions are influenced by conflicting processes, whose outcomes are not always easy to schematize: integration is a factor that tends to strengthen the ties with the country of residence, whereas transnationalism reinforces those with the country of origin. These factors should be considered by policymakers, especially when immigration assumes a crucial role in the receiving countries' labour market structure and population dynamics, such as in the case of Italy. Different migratory backgrounds, profiles, histories, and projects will require in-depth examination by scientists and policymakers, because the long-term ability and willingness of a host country to attract and retain migrants should be adapted accordingly.