Background The COVID-19 pandemic has affected various facets of health. While mental health became a major concern during the COVID-19 outbreak, the impact on the migrants’ mental health has still been neglected. The purpose of this study was to examine the COVID-19 outbreak's impact on the mental health of immigrants in South Korea. Methods A total number of 386 immigrants in South Korea participated in this quantitative cross-sectional study. The standardized e-questionnaire, including the General Anxiety Disorder (GAD-7) scale, was used to measure the anxiety level. Logistic regression analysis was performed to find out the determinants of anxiety disorders among immigrants. Results The prevalence of severe anxiety among immigrants was found to be 47.2%. Female immigrants (28.6%) had a lower anxiety disorder than males (71.4%). Immigrants who were married, living alone, had a low income, had a history of health problems were suffered from moderate to severe anxiety. Immigrants who were unemployed (OR 2.302, 95% CI = 1.353–3.917) and lost their jobs due to the COVID-19 outbreak (OR 2.197, 95% CI = 1.312–3.678) have a higher anxiety disorder. Immigrants aged over 30 years were found to suffer from a high level of anxiety (OR 2.285, 95% CI = 1.184–4.410). Relief support from the government was significantly associated with anxiety disorder among immigrants (p < 0.01, OR = 3.151, 95% CI = 1.962–5.061). Conclusion With very limited studies on immigrants’ mental health during the COVID-19 pandemic, this paper provides scientific research evidence of the COVID-19 outbreak's impact on the mental health of migrants. Our study has consequences for implementing integrated psychological interventions and health promotion strategies for the well-being of immigrants’ mental health.