To assess how the risk of cancer of the colon and rectum relates to place of birth and socio-economic status, we analysed data from an Italian case–control study. Data included 1225 cases with a recent diagnosis of cancer of the colon (ages 19–74 years), 728 cases of cancer of the rectum (ages 23–74 years) and 4154 controls (ages 19–74 years), frequency-matched with cases by age and catchment area and admitted to hospitals for a wide spectrum of acute non-neoplastic conditions. Compared with residents born in the north of Italy, migrants from the centre and south had an odds ratio (OR) of 0.7 (95% CI 0.5–0.9) for colon cancer and OR of 0.9 (95% CI 0.7–1.2) for cancer of the rectum. The inverse association of migration with colon cancer was stronger among women (OR 0.5, 95% CI 0.4–0.8) than among men (OR 0.8, 95% CI 0.6–1.1), and was independent of education and occupation. Among migrants, the direct association between education and colon cancer risk was less clear than among non-migrants. In conclusion, place of origin played an independent role in colon cancer aetiology. Results on rectal cancer were less clear, although in the same direction. Among migrants, those less susceptible to behavioural changes (e.g. women) retained most of the benefit associated with their place of origin.