Successful integration of immigrants has become one of the principal challenges facing Europe, North America, and Australia, where the foreign-born population averages 10 to 20 percent of the total population. In this paper, we analyze the extent to which immigrants integrate successfully in France using an extraordinary dataset – Trajectoires et Origines (2008) and a newly developed multidimensional index of integration (Harder et al. 2018). While our results confirm that immigration integration in France has been a story of success, the data reveal an integration gap between Christian and Muslim immigrants that is exacerbated over generations. Over time and across generations, immigrants to France express values on a multidimensional integration scale similar to those of the native population. But Christian immigrants and their descendants do so faster than Muslims. We explore the explanatory power of alternative mechanisms proposed in the literature ranging from the new opportunities available to Muslims for connection to an international jihadist enterprise (Tournier 2013) to studies that point to various forms of economic, social and political discrimination faced by Muslims leading to a discriminatory equilibrium (Adida et al. 2016; Dancygier 2017).