Objectives To estimate the prevalence of vitamin D deficiency (25(OH)D) <50 nmol/L among recently arrived immigrants from Africa and Asia in Oslo, and to explore 25(OH)D levels according to origin, gender and age. Design A cross-sectional study. Setting Primary healthcare unit in Oslo, Norway, offering family immigrants, asylum seekers, United Nations (UN) refugees or individuals granted asylum a free medical examination on arrival. Participants All individuals from African and Asian countries (n=591) referred to the Centre of Migrant Health, Health Agency, Oslo, Norway in 2010, estimated to cover 60% of the targeted population. Results 25(OH)D <50 nmol/L was very prevalent in immigrants from the Middle East (81% (95% CI 75.4% to 86.6%)), South Sahara Africa (73% (CI 67.5% to 78.5%)) and South Asia (75% (CI 64.0% to 86.0%)), in contrast to East Asians (24% (CI 12.6% to 35.4%)), p<0.001 for differences. The prevalence of 25(OH)D<25 nmol/L was lower but followed the same pattern (Middle East: 38% (CI 31.1% to 45.0%), South Sahara Africa: 24% (CI 18.7% to 29.3%) and South Asia: 35% (CI 22.9% to 47.1%), although it was not observed in East Asians (p<0.001 for differences)). The ethnic differences persisted after adjusting for the duration of residence, seasonality and residence status in multiple linear regression analyses. Female adolescents from South Asia, the Middle East and South Sahara Africa had the lowest levels of 25(OH)D. Further, country-specific median levels of 25(OH)D were low (24–38 nmol/L) among groups from Somalia, Eritrea, Afghanistan and Iraq, the countries with the largest number of immigrants in our study. Conclusions The majority of recently settled immigrant groups from the Middle East, South Asia and Africa had 25(OH)D <50 nmol/L, in contrast to East Asians. Female adolescents from these regions had the lowest levels of 25(OH)D.