The ability and desire to be entrepreneurial is evident among members of all ethnic immigrant groups throughout the world. The challenge for receiving countries is to determine how government, ethnic, and business agencies can promote and support their immigrants/ entrepreneurial behaviour. The difficulty in answering this question lies in the road being travelled differently by immigrants from dissimilar backgrounds, value systems, and cultural heritages. Migration, settlement, cultural and business issues present themselves in a multitude of different forms, depending on a complex and dynamic combination of the ethnic characteristics of the specific ethnic immigrant group and the receiving country/s socio-economic infrastructure. In an attempt to bring new understanding to the phenomenon of immigrant entrepreneurship, this study used grounded theory to develop a model that explains the multi-dimensional nature of the immigrant entrepreneurship process, by undertaking 77 interviews with 42 immigrant entrepreneurs from the communities of the Chinese, Dutch, Indian and Pacific Peoples. This study explains the model/s development, its framework and application, and how it sheds light on the complexities of the immigrant entrepreneurship phenomenon within different ethnic groups. Specifically, case study analysis was undertaken of immigrant entrepreneurship in New Zealand, as portrayed through the actions and perspectives of the four ethnic groups under study: the immigrant entrepreneurs from the communities of the Chinese, Dutch, Indian and Pacific Peoples. This study highlighted inter-group and intra-group differences as impacting on entrepreneurial behaviour with respect to their migration timeframe, integration, independence, faith, identity, comparative advantage, ethnic social capital, community infrastructure, learning, and confidence.