Immigration is a relatively new phenomenon in Spain, which helps explaining the main drawbacks in its statistical treatment. First among these drawbacks is probably the fact that most data dealing with immigration in Spain comes from administrative data collection, which seriously hampers not only academic research but also policy analysis and evaluation. Second, the statistical information available is primarily related to stocks, while reliable information on flows remains scarce. And third, microdata rarely exist. However, some important advancement has taken place over the last five years, as I will explain below. European Commission Research DG, 6th Framework Programme. Priority 8. Project Number: CIT5-CT-2006-028972