Our study examines the empirical links between social housing policy and location choices of immigrants in France. More specifically, we characterize the main individual and contextual determinants of the probability for immigrants to live in a HLM (habitations à loyer modéré, dwelling with a moderate rent), which is the main public housing policy in France. For that purpose, we use individual information coming from large (one-fourth) extracts of the French population censuses conducted by INSEE (Paris) in 1982, 1990, and 1999. Our estimates show that, in general, migrants live more frequently in social housing than French natives, other observables being equal. In particular, this probability is higher for migrants from Turkey, Morocco, Southeast Asia, Algeria, Tunisia and Sub-Saharan Africa (in descending order). We find also that migrants of all origins live less often in a HLM when the city has plenty of social housing and when the fraction of natives is high.