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Aims The study aims to identify common features of selected European cities that attract immigrants, as well as the characteristics of each city and the immigrants’ settlement pattern within the city. Methods The share of immigrants in the area was studied and compared with the residential real estate prices. Statistics on the housing prices were collected according to the author's algorithm for maximum matching within each city. The choice of cities is based on a significant immigration specifics combination. Selected to explore Madrid, Rome, Berlin and Moscow were selected for the analysis. Results There was revealed that Madrid and Rome combined by a relatively new increase in the immigrants number over the past 30 years. In Berlin, the situation is complicated by its long history of dividing the city into West and East, which even after German reunification affects the city’s social stratification. Madrid and Rome since the 1990s were the leaders in terms of migration growth. However, the influx of immigrants to Madrid was influenced by geopolitical events, so that since 2008 there has been a decline in immigration growth. Since 2016 the influx of immigrants in Madrid is growing again. In Berlin, immigrants from Turkey and representatives of the countries of the former Yugoslavia are concentrated. In Moscow because of the lack of statistics is difficult to talk about immigrant settlement features. Conclusion The main conclusion is that in European capitals the very history of migration has become a factor of intra-city stratification. The number, composition of immigrants and the scale of immigration affect the settlement of immigrants within the city. Apparently, there is a threshold for the number of immigrants, individual for each city, at which society is able to accept new citizens. Keywords: European capitals, immigrants’ settlement pattern, real estate prices, ethnical stratification