Abstract Background Violence against women is an increasing global phenomenon. Little is known about violence against foreign-born women, despite a possible increased concentration of risk factors in this group. Methods This study investigated prevalence of perceived threat of violence and exposure to physical violence and its relation to country of birth among women (18–64 years) residing in southern Sweden, using data obtained from the 2004 Public Health Survey in Scania, Sweden. Findings Foreign-born women reported significantly higher rates of both perceived threat of violence and exposure to physical violence compared with Swedish-born women. Foreign-born women exposed to violence originated primarily from middle/low-income countries (versus high-income countries). The risk of perceived threat of violence remained significantly increased among foreign-born even after further adjustment for potential confounders, such as marital status and disposable income. After similar adjustment, increased exposure to physical violence was no longer significantly related to foreign-born status, but instead was largely attributable to marital status and low levels of disposable income. Foreign-born women, however, had a greater risk of physical violence in the home than Swedish-born women, and violence in the home was the most frequently reported setting for violence exposure among foreign-born women. Conclusion Migration may confer an increased risk of interpersonal violence against women. Although the underlying causes of this increased risk are unknown, a complex set of factors may be involved, including socioeconomic disadvantage.