AbstractAn increasing number of immigrants have become entrepreneurial and many governments expect or hope that the ongoing rise of ethnic entrepreneurship will contribute significantly to the integration of immigrants, to their upward mobility, and to the economic development of the city of residence. In this article we explore the rules, regulations and policy interventions that shape self‐employment trajectories in general and those of immigrant ethnic minorities in particular. The article is based on a general inventory of measures to promote ethnic entrepreneurship in 32 European countries, and a somewhat deeper inventory of policies and interventions in 28 European cities. We came across all kinds of measures and interventions and identified certain patterns, but the most striking finding was that such explicit measures and interventions were actually thin on the ground. We conclude this article with a discussion of the structural determinants of this outcome.