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Old‐age state pension is central to European welfare states. Despite the growing number of migrants in Europe, little is known about their attitudes towards state pension. Pension systems are designed for a ‘sedentary’ population, as they require many years of contribution or residency in the country. This often affects first‐generation migrants, who arrive in the residence country only at a later point in their lives. In this paper, we draw on self‐interest theory, which is commonly used to explain individuals' support towards welfare institutions and theorize on how the migration experience adds to the standard model of self‐interest in relation to support for government spending on old‐age state pensions. Hence, we move beyond traditional indicators of self‐interest such as education and employment status and we test hypotheses on how migrant‐specific characteristics like length of stay and settlement intention in the residence country are related to migrants' support for government spending on old‐age state pensions. We use data from the Migrants' Welfare State Attitudes (MIFARE) survey (2016), the first cross‐national survey that focuses on migrants' attitudes towards the welfare state that was collected in Denmark, Germany, and the Netherlands among nine different migrant groups from within and outside the EU. We find that migrants living in the country for over 5 years and those with longer settlement intentions have a higher support for government spending on pensions. We conclude that it is crucial to take migrants' unique migration experiences into account when assessing their attitudes towards state pension. [ABSTRACT FROM AUTHOR]