In this nationwide register-based cohort study, we examined cervical cancer screening participation among immigrants in Denmark by country and region of origin. Furthermore, we assessed whether differences in screening participation between immigrants and Danish-born women were explained by sociodemographic or health-related characteristics, and examined predictors of participation among immigrants. Using high-quality registries, we identified women invited for cervical cancer screening during 2008–2009 and retrieved individual-level data on sociodemographic-, health- and immigration-related characteristics. A total of 610,907 women were followed for up to 2.9 years after screening invitation. We estimated the probability of participation using the Aalen-Johansen estimator and the hazard ratios (HRs) of participation using Cox regression. The probability of participation within follow-up was 74.5% (95% CI, 74.4%–74.6%) in Danish-born women; 61.2% (95% CI, 60.4%–62.1%) in Western immigrants; and 61.3% (95% CI, 60.9%–61.8%) in non-Western immigrants. Participation in immigrants varied by region of origin from 44.3% (95% CI, 41.4%–47.4%) in immigrants from North America, New Zealand and Australia to 67.8% (95% CI, 65.4%–70.3%) in immigrants from South- and Central America. Substantial variation was seen between specific countries of origin. Differences in participation between immigrants and Danish-born women were not explained by sociodemographic or health-related characteristics. Predictors of low participation in immigrants included lower income, unemployment, being unmarried, having a history of schizophrenia or other psychoses, and ≤5 years’ stay in Denmark. In conclusion, cervical cancer screening participation in immigrants varied by region and country of origin, but all immigrant groups had lower participation than Danish-born women.