Immigration to major cities is an important dimension of cultural globalization, one that has been largely ignored in the global cities literature. Rates of immigration to major world cities are an important indicator of global city status and should be included in determining urban hierarchy indexes. Our study considers immigration in more than 100 metropolitan areas, using data from national censuses from more than 50 countries. We rank major cities of immigration and compare them to well‐known global city hierarchies. Using immigration data, we create an urban immigrant index. The index considers four factors of immigration: (1) the percentage of foreign‐born, (2) the total number of foreign‐born, (3) the diversity of the foreign‐born stock, and (4) whether immigrants are from neighboring countries or non‐neighboring countries. This is the first time that an international urban immigrant data set and index have been created. The study explains the empirical challenge of acquiring comparable international metropolitan data and the limits of this research. Some of the cities that rank highly in the index are commonly cited as world cities (London, New York and Frankfurt); others such as Toronto, Amsterdam and Dubai seldom appear so highly ranked.