In this article, we study how the local concentration of ethnic minorities relates to the likelihood of out-migration by natives in Copenhagen, the capital of Denmark. In US studies, a high or increasing proportion of racial or ethnic minorities in inner-city neighborhoods is seen as an important motivation for White middle-class families’ out-migration to racially and ethnically homogeneous suburbs. The relatively egalitarian Scandinavian setting offers a contrasting case, where inner cities are less deprived and where minority groups primarily consist of immigrants and the children of immigrants who have arrived over the past few decades. We use population-wide, longitudinal administrative data covering a 12-year period, and measures of individualized neighborhoods based on exact coordinates for place of residence, to examine whether out-migration is associated with minority concentrations in the Copenhagen area. Our results largely support the presence of a native out-migration mobility pattern, in contrast to much existing literature. We also show that responses to increasing minority concentrations vary across the life course and between natives and children of immigrants.