According to the Organization for Economic Cooperation and Development (OECD) a substantial performance differential between students with immigrant background and natives is observed in most countries. On average, immigrants tend to underperform their native peers even after their socio-economic conditions are controlled. In this work we study, in a time span perspective, the gap in school performances between native and immigrant students in five different European countries. Two of them are considered as new destination countries, namely Italy and Spain; the others three are traditional immigration countries (albeit with different migration history): France, United Kingdom, and Germany. We analyze data collected for the OECD Program for International Student Assessment (PISA) surveys of 2009, 2012, and 2015 by fitting in a multilevel setting multiple regressions to simultaneously model students’ performances in reading and mathematics. We control for gender, socio-economic background, and immigration status (1st generation or 2nd generation immigrants). Results display that the performance gap between immigrant and native students is narrower in mathematics and that it is far from being bridged over-time. No substantial differences in trend are observed differentiating destination countries as new or traditional.