In order to compare the risk of gynaecologic cancer among foreign-born women to the risk among those born in Sweden and to elucidate risk of cancer in relation to age at migration and duration of residence, we followed a cohort of 5.3 million women between 1969 and 2004 in Sweden. Through linkage with the national cancer register, we estimated cancer risk as rate ratios (RRs) with 95% confidence intervals (CIs) using Poisson regression. We reported RRs adjusted for age, calendar year of follow-up and years of education. Overall, 18,247 cases of cervical, 35,290 cases of endometrial and 32,227 cases of ovarian cancers occurred during 117 million person-years of follow-up. We found that adjusted RRs of all the three cancers were lower or the same among foreign-born women compared to those born in Sweden. As for cervical cancer, women aged 35-49 years born in Poland and Bosnia and women aged 50 years or more born in South America showed an increased risk, which was related to increasing age at migration. The risk was lowest among women born in Iran, Iraq, Organisation for Economic Cooperation & Development (OECD) and Finland, and highest among women born in Bosnia and Eastern Europe during their first 5 years since immigration. RRs for endometrial and ovarian cancers did not vary by duration of residence or by age at migration. Health care providers should be aware of the higher risk of cervical cancer among immigrants from high-risk areas, especially among those who immigrate at older ages. On the other hand, protective factors for ovarian and endometrial cancers seem to be retained upon migration.