With a growing Muslim population, many European countries need to integrate Muslims into their societies. One aspect that can hinder successful integration are substantial differences in human values. This is because such values are consequential for attitudes as well as behavior. We compare basic human values between Muslim immigrants and non-Muslim natives in four European countries with distinct immigration histories and integration politics: Belgium, France, Germany, and Sweden. For most insightful comparisons, we contrast values of Muslim immigrants with those of Christian natives as well as those of non-religious natives. We employ data of more than 50,000 individuals based on the first eight waves of the European Social Survey. Our findings reveal significant differences in value priorities between Muslims, Christians and nonreligious individuals in all four countries. Amongst other things, Muslim immigrants score particularly high in conservation values (security and tradition/conformity). At the same time, they also score higher in self-transcendence values (benevolence as well as universalism). While many of these findings are in line with theory and previous research, the higher score in universalism is unexpected. A potential explanation is the combination of religious traditionalism and discrimination experiences. In other words, religious traditions are associated with more conservative views, but being subject to marginalization can still result in an appreciation of equal opportunities. We find only limited support for differences in hedonism. Religiosity correlates with values of tradition/conformity for Muslim immigrants as well as for Christian natives. Thus, accounting for religiosity renders differences in these values between Muslims and other groups statistically insignificant. While most of these findings hold in all countries, differences are most pronounced in Sweden and lower in the other three countries, which is also true after accounting for differences in socioeconomic status and religiosity between the three groups. This suggests that a combination of a country's history of diversity and national integration policies either encourages the convergence of values or leads to a solidification of value differences between groups. We discuss these political and social implications of our findings.