Introduction: Little is known about how mortality in multiple sclerosis (MS) may differ based on sociodemographic factors, such as immigrant status. We compared mortality in immigrants versus long-term residents with MS in Ontario, Canada. Methods: In this retrospective cohort study, we applied a validated algorithm to linked, population-based immigration and health administrative data to identify incident MS cases in Ontario between 1994 and 2014. We identified date of death, if it occurred. We used a Cox model adjusting for age, sex, income, and comorbidity, to compare survival in immigrants versus long-term residents. Results: There were 23,603 incident MS cases of whom 1,410 (6.0%) were immigrants. After adjusting for covariates, risk of death was higher in immigrants in the first year after diagnosis (hazard ratio [HR] 1.66; 95% CI 1.05–2.63, p = 0.031). However, in years 1–5 (HR 0.63; 95% CI 0.40–0.98, p = 0.041) and 5–10 (HR 0.42; 95% CI 0.24–0.75, p = 0.003) after diagnosis, risk of death was lower in immigrants. Older age at onset and comorbidity were associated with higher mortality; female sex and higher socioeconomic status were associated with lower mortality. Conclusions: In this large population with universal access to health care, immigrants with MS had higher mortality compared to long-term residents in the first year after onset and lower mortality thereafter. Lower mortality in immigrants to Canada is well described and thought to be due to the healthy immigrant effect. Higher mortality in the first year after MS onset warrants further investigation as some early deaths may be preventable.