Background: Anti-immigrant sentiments are macro-level determinants and may explain why immigrants are treated poorly in some host countries. However, very few studies test whether anti-immigrant sentiments at the macro level are associated with individual-level outcomes of immigrants, such as their happiness. This is important because, according to marginalization-related diminished returns (MDRs) theory, immigrants show worse-than-expected outcomes because of reduced effects of socioeconomic resources. Aim: Built on a multi-level model of happiness and MDRs theory,we conducted this study to test the association between country-level anti-immigrant sentiments and individual-level happiness of immigrants across European countries. Methods: For this cross-sectional study, we borrowed data from European Social Survey 2020 (ESS 2020). Participants were recruited from Bulgaria, Czechia, Estonia, Finland, France, Croatia, Hungary, Lithuania, Slovenia, and Slovakia. Participants included 997 immigrants. Age, sex, education, employment (worked in the past week), and self-rated health were control variables. Level of countrylevel anti-immigrant sentiments was the independent variable. Happiness was the outcome. Linear regression was used for data analysis. Results: There were considerable country-level variations in anti-immigrant sentiment across European countries. There were also considerable variations in immigrants' happiness across countries. Overall, higher levels of anti-immigrant sentiments in the country were associated with lower levels of immigrants' happiness. The results remained similar without and with control variables, including age, gender, education, employment, and self-rated health. Conclusion: Higher anti-immigrant sentiments, at the macro level, are associated with a lower level of happiness among immigrants at the individual level. Research should test if reduced opportunities or worse treatment of immigrants explains why country-level anti-immigrant sentiments contribute to reduced happiness of immigrants.