In the context of the current refugee crisis and increased intra-European migration, the question of whether and under which conditions migrants should be granted access to social benefits in the host country is of high political relevance. Many citizens see migrants as less ‘deserving’ of social benefits than natives, and therefore public opinion is rather restrictive on granting them access to the welfare state. A large body of research has studied natives’ attitudes towards giving migrants’ access to the welfare state, and has identified individual self-interest, perceived group threat, levels of inequality and welfare regime type as important predictors. However, scant empirical research exists on what migrants themselves expect from the welfare state and how they differ from the native population. We therefore look at the phenomenon of welfare chauvinism among immigrants and among natives. Using cross-national data from the European Social Survey from 2008, we analyze to what extent existing explanations for the native population also apply to migrants. Using ordinal regression analysis our results show that migrants’ attitudes are hardly driven by self-interest while natives’ attitudes are indeed heavily driven by (economic) self-interest. However, looking at immigrant’s welfare state contribution (tax payers) and their legal status (citizenship), we find striking evidence for self-interest. Moreover, we do not find that inequality, welfare state generosity nor other macro factors of the (welfare) state play a role for immigrants, while nearly all of these indicators have an effect on the opinion of natives. Immigrants’ attitudes therefore seem to follow a different logic compared to natives’ with respect to the welfare state context. This paper has important implications for our understanding of the mechanisms underlying welfare state support and provides insights for current policy debates on migrant incorporation in the host society.