Australian employers are increasingly reliant on migrants, but turnover among migrants is significantly higher than turnover among Australian-born workers. Job embeddedness theory emphasises the role of employee attachment in understanding retention. We interviewed migrants to learn the different kinds of attachments they created on- and off-the-job. Migrants generated on- and off-the-job fit and links using strategies suggested by job embeddedness theory, but they also actively increased cultural distance from their countries of origin, used spiritual similarity to create attachments at work and engaged with their communities by hosting social gatherings. However, in contrast to predictions from job embeddedness theory, good fit and many links were not accompanied by a sense of sacrifice – migrants perceived few costs associated with leaving their employers and communities. We use these results to suggest ways in which organisations might be able to increase the embeddedness of their migrant employees.