Today, the interplay between economic inequality, international migration, and urban transformation has raised awareness about segregation and its social implications on a global and European scale. As cities become home to diverse populations with various backgrounds including social, racial, ethnic, and cultural, the proximity of these groups becomes more pronounced. This article explores the residential segregation of four Asian immigrant groups in three major Italian cities: Milan, Rome, and Naples. Using data from the 2011 Italian General Population Census and employing an areal weighted interpolation procedure, the study measures segregation using both traditional two-group indices and multi-group indices that account for the complexities of contemporary societies. The results indicate a north–south disparity, with Naples exhibiting the highest levels of residential segregation. Among the analysed immigrant groups, Bangladeshis and Chinese tended to be more self-segregated, while Filipinos and Sri Lankans were relatively more dispersed. This research underscores the necessity for a nuanced understanding of segregation dynamics and the adoption of appropriate approaches to address the challenges and opportunities presented by the coexistence of diverse groups in urban areas. By contributing to the existing literature on residential segregation in Southern Europe, this study sheds light on the spatial patterns and social dynamics of different ethnic groups in Italian cities.