Using the Canadian Census of 2016 and restricting the sample to the Canadian‐born millennials, this paper is concerned with ethnoracial disparities in adult children's coresidence with their parents. Substantial disparities are found in the prevalence of intergenerational coresidence by race and ethnic origin. Rather surprisingly, Canadian‐born millennials of Chinese, Japanese and Korean descent are found the least likely to coreside with their parents than their counterparts in other ethnoracial groups. There is little gender difference in this regard. Further exploration shows that millennials of Chinese, Japanese and Korean descent are much more likely than others to be geographically mobile across Canada, and this greater mobility drives the gaps. In other words, the lower intergenerational coresidence among Canadian millennials of Chinese, Japanese and Korean descent also implies a lower intergenerational proximity among these groups. Future implications of the findings for local labour and housing markets, as well as the healthcare system, are discussed in light of the Confucian concept of filial piety.