This paper contains an analysis of ethnic differences in activity locations during public and national holidays. Holidays relate to identity, and the celebration of holidays can be a very important part of acculturation processes and are therefore relevant to ethnic integration policies. We study the out‐of‐home nonemployment activity locations of 12,500 respondents in Estonia, using mobile phone positioning data. The results show that during holidays, ethnic segregation, measured using an index of dissimilarity, is significantly higher than it is on regular days, especially outside the capital city. The type of holiday, such as whether it is a national or international holiday, has a particular effect on people's spatial behaviour. On Estonian public holidays, Estonians are more likely to leave Tallinn than Russian speakers. There are 77 per cent more Estonians and 33 per cent more Russian speakers outside the capital than on non‐holidays. The paper depicts different temporal layers of segregation, which also indicates different integration potential in leisure spaces under various time frames.