There is a growing body of research on participation in shadow education (SE), reflecting the global growth of this sector. However, less is known about the topic from an intersectional perspective. Drawing on TIMSS 2019 and PISA 2012 data for European countries, this paper explores the way in which social background, gender and migration background interact to shape participation in mathematics SE. Our findings show that across European Economic Area (EEA) countries, migrant females from socioeconomically disadvantaged families have the highest probability of participating in SE at the primary school level, while native males from socioeconomically advantaged families have the lowest probability of doing so. At the secondary school level, regardless of their socioeconomic background, migrant female students have the highest likelihood of participating in SE compared to other groups. Our research reveals that contrary to common understanding, participation in SE is not solely determined by high socioeconomic status, especially for specific demographics like migrant girls, indicating the need for future studies to delve deeper into the various factors influencing such involvement beyond just financial means.