The paper aims to explore the drivers of immigrants' participation to cultural and leisure activities in host countries. First, we discuss how the main analytical approaches on cultural participation can be extended to incorporate factors specific to migrants' characteristics and behaviour, namely dimensions of proximity to the native population's culture and the level of integration in the host society. Secondly, we investigate migrants' propensity for consumption of cultural and leisure activities using data of a special national survey on Income and Living conditions (2011-2012) on foreign households in Italy. Italy represents an interesting case because it is a recent immigration country, making the analysis particularly suitable for studying the behaviour of first-generation immigrants. Our findings suggest that language proficiency, duration of stay and intention to remain in the host country significantly increase the probability to access various types of leisure and cultural activities. Interestingly, after controlling for standard individual predictors, several dimensions of an immigrant's cultural background and proximity with the culture of the host society still significantly explain variation in cultural participation rates, confirming that cultural differences play a role in migrants' cultural consumption choice.