We estimate assimilation of immigrants’ body mass index (BMI) to the host population of Australia over one generation, conducting separate analyses for immigrants from 7 regions of Europe and Asia. We use quantile regressions to allow for differing impact of generational status across 19 quantiles of BMI from under-weight to morbidly obese individuals. We find that 1st generation South European immigrants have higher, and South and East Asian immigrants have lower BMI than Australians, but have assimilated to the BMI of their hosts in the 2nd generation. There are no or only small BMI differences between Australians and 1st and 2nd generation immigrants from East Europe, North-West Europe, Middle East and Pacific regions. We conclude that both upward and downward assimilation in some immigrant groups is most likely caused by factors which can change over one generation (such as acculturation), and not factors which would take longer to change (such as genetics). Our results suggest that public health policies targeting the lifestyles of well educated Asian immigrants may be effective in preventing BMI increase in this subgroup.