This article presents a comprehensive investigation into the socioeconomic integration of migrants across 12 Western European countries, considering their likelihood of employment and socioeconomic status. Using the data from the European Social Survey, the study employs linear regression and probit models to achieve two aims: (a) to quantify the penalty for male and female migrants in terms of employment and socioeconomic status attainment; (b) to assess how the ethnic penalty for men and women changes based on their education and social background of origin. Results reveal that male and female migrants face a penalty in most countries under consideration, albeit with varying degrees of magnitude and characteristics. Migrants in Southern European countries exhibit a trade-off between employment and socioeconomic status attainment, while those in Central-Northern Europe experience a double penalty on both outcomes. Moreover, it emerges that the ethnic penalty in labor market attainment is more heterogeneous across migrants with different educational levels than with different social classes of origin: migrants’ social background of origin affects to a lesser extent their labor market outcomes, if compared with their human capital. Migrants with high education and social origin suffer the largest penalty, due to hurdles in leveraging their educational qualifications and social position. This pattern is particularly evident in Southern Europe, where the socioeconomic integration of migrant workers is characterized by a leveling-down process, pushing them into the lowest strata of the occupational hierarchy regardless of their education and social background.