There is a dearth of information on the HIV risk-taking behaviour of foreign-born men who have sex with men (MSM) in Canada. This study focused on identifying sexual risk behaviour among MSM who immigrated to Canada and compared them to MSM who were born in Canada. Baseline data from the Omega Cohort in Montreal and the Vanguard Project in Vancouver were combined to form four ethnicity/race analytical categories (n = 1,148): White born in Canada (WBIC), White born outside of Canada, non-White born in Canada (NBIC) and non-White born outside of Canada (NBOC). Psychological, demographic and sexual behaviour characteristics of the groups were similar except: NBOC were more likely to be unemployed, less likely to be tattooed, had fewer bisexual experiences and less likely worried of insufficient funds. WBOC were more likely to report unprotected sex with seropositives and more likely to have had unprotected sex while travelling. NBIC were more likely to have ever sold sex and to have had body piercing. WBOC are at high risk of acquiring as well as transmitting HIV. It is important to consider place of birth in addition to ethnicity when developing programmes to prevent the transmission of HIV.