Using data from Copenhagen school registers and other sources, I test the hypothesis that Danes are more likely to opt out of their local public school if it has a large concentration of immigrant pupils. The results suggest that, when a rich set of covariates at student, school, and neighbourhood levels is controlled for, up to an immigrant concentration of about 35 per cent in the local school, opting out decisions of Danes are not affected. But, Danes are far more likely to opt out as soon as the concentration exceeds 35 per cent. However, only the 20 per cent of the immigrant population who speak Danish at home respond to higher immigrant concentrations by opting out. These results lend support to the native-flight-from-immigrants hypothesis and suggest that ethnic segregation across schools is increased by Danes’ and immigrants’ differing behaviour.