This paper launches a discussion for using privilege to understand migrant self-employment. Migrants are a heterogeneous and complex group, yet migrant self-employment studies have not yet considered how privilege provides opportunities or gains. Using mixed-methods this paper explores the role of privilege in migrant self-employment. Life course histories are combined with full-population register data to understand migrant self-employment and to provide a sense of privilege in process. Findings reveal theoretically and empirically how privilege shapes self-employment for women migrants in Sweden with certain groups benefitting more from privilege.