PurposePrevious studies have used language proficiency, citizenship, labour indicators, educational outcomes and political rights as measures of migrants’ socio-cultural integration. However, little is known about the migrants’ participation in volunteering activities, music concerts, theatrical plays and artistic activities, among others, and how this is compared to the participation of natives, defined as people of German descent and born in Germany. The study aims to investigate and compare the cultural and social involvement between migrants and natives.Design/methodology/approachThe analysis relies on information from the German Socio-Economic Panel Survey (GSOEP). Panel data models, in particular, the random-effects ordered Logit model, are utilised because the investigated outcomes are recorded in frequency and are ordered variables. The authors compare the participation in socio-cultural activities among immigrants of the first, second and 2.5 generations.FindingsThe findings indicate that first-generation immigrants are less likely to engage in various socio-cultural activities. However, the 2.5 generation immigrants are more active than the native population, as this generation of immigrants participates more frequently.Social implicationsThe findings highlight the importance of fostering interaction between natives and immigrants in the workplace and the social and cultural realms. Participation in social and cultural activities may increase intercultural awareness and contribute to the eradication of bias and prejudice.Originality/valueTo the best of the authors’ knowledge, this is the first study to use a large panel dataset to compare the participation of natives and migrants in various social and cultural activities. In addition, this is the first study to analyse second and 2.5-generation immigrants.