In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of appropriately scaled random step functions formed from periodic subsequences of a critical indecomposable multi-type branching process with immigration converge weakly towards a process supported by a ray determined by the Perron vector of the offspring mean matrix. The types can be partitioned into nonempty mutually disjoint subsets (according to communication of types) such that the coordinate processes belonging to the same subset are multiples of the same squared Bessel process, and the coordinate processes belonging to different subsets are independent.where X (n) t := n −1 X ⌊nt⌋ for t ∈ R + , n ∈ N, and (X t ) t∈R + is the pathwise unique strong solution of the stochastic differential equation (SDE)with initial value X 0 = 0, where m ε := E(ε 1 ), V ξ := Var(ξ 1,1 ), (W t ) t∈R + is a standard Wiener process, and x + denotes the positive part of x ∈ R.A multi-type branching process (X k ) k∈Z + is referred to respectively as subcritical, critical or supercritical if ̺(m ξ ) < 1, ̺(m ξ ) = 1 or ̺(m ξ ) > 1, where ̺(m ξ ) denotes the spectral radius of the offspring mean matrix m ξ (see, e.g., Athreya and Ney [1] or Quine [22]). Joffe and Métivier [15, Theorem 4.3.1] studied a critical multi-type branching process without immigration when the offspring mean matrix is primitive, in other words, when the process is positively regular. They determined the limiting behavior of the martingale part (M (n) ) n∈N given by M (n) t := n −1 ⌊nt⌋ k=1 M k with M k := X k −E(X k | X 0 , . . . , X k−1 ) (which is a special case of Theorem 3.2).The result (1.2) has been generalized by Ispány and Pap [11] for a critical p-type branching process (X k ) k∈Z + with immigration when the offspring mean matrix is primitive, in other words, when the process is positively regular. They proved that