Purpose Few studies examined psychosocial risks among immigrants and explored their association with mental health. Our study aims to 1) describe the prevalence of job strain and iso-strain according to migratory status and model the probability of exposure, 2) verify whether the association between job strain, iso strain and anxiety holds for all immigrant groups. Methods We used the nationally-representative cross-sectional French Working Conditions Survey (N = 24 640). Anxiety was measured with the GAD-Mini. We described the prevalence of job strain and iso-strain according to migratory status and sex. We used multivariate Poisson regressions to model the probability to be exposed to job strain and iso-strain. We described the prevalence of anxiety according to migratory status and sex. In each immigrant group, we modelled the probability of anxiety according to sociodemographic characteristics, lifetime suicidal attempt and job strain/iso-train. Results Overall, there were important variations in psychosocial risks prevalence, with immigrants groups more exposed than majority population. After adjustment, being first-generation immigrant from Africa remained associated with job strain (aIRR = 1.21 [0.99; 1.47]), and being second-generation immigrant from Africa with iso-strain (aIRR = 1.33 [1.05; 1.69]). The prevalence of anxiety was the highest in second-generation immigrants from Africa (12%). In this population, job strain and iso-strain were associated with anxiety (aIRR job strain = 2.70[1.22;6.01]; aIRR iso-strain 4.26 [2.29;7.92]). Conclusion Our study provides first estimates of psychosocial risks among first and second-generation immigrants in France and shows that immigrants are particularly exposed to job strain and iso-strain, which could contribute significantly to their mental health.