Scholars can rarely make causal claims about migration probabilities and outcomes. Leveraging a natural experiment based on the randomness of offspring sex, this paper uses the German SOEP Migration Sample to examine the effect of having a first‐born son or daughter on parents’ likelihood to migrate and integrate. It shows that (non‐Christian) parents of sons are more likely to migrate to Germany, but parents of daughters fare better after migration in terms of language acquisition, feeling at home and overall satisfied with their lives. The first finding is explained through gendered differences in parental investment, risk aversion, and household decision‐making. The second finding is explained through girls’ greater ability to act as brokers between their parents and the host society. For migration scholarship, the study provides a rare causal argument about family migration. For research on offspring sex effects, it provides further evidence of a socialization from child to parent, expands the possibility of offspring sex effects from parental attitudes to behaviors, and cautions against assuming that offspring sex is random in all populations.