The migrant mortality advantage (MMA) has been observed in many immigrant-receiving countries, but its underlying factors remain poorly understood. This paper examines the role of out-migration selection effects (the “salmon bias” hypothesis) in explaining the MMA, using a rich, unique data set from France in which individuals are followed worldwide (including when they leave the country) until they die. This data set, which involves individuals receiving a pension from France’s most important pension fund, provides a rare opportunity to directly observe out-migration selection effects and their impact on the migrant mortality advantage. It also contributes to the existing literature by examining the salmon bias in the European context, focusing on France, one of the major receiving countries in Europe. Preliminary results indicate a large amount of negative out-migration selection for foreign-born males in France.