Cervical cancer is one of the most common cancers among women worldwide, although cervical screening has reduced the incidence in many high-income countries. Low screening uptake among immigrant women may reflect differences in risk of cervical cancer. We investigated the degree of participation in cervical screening among immigrant and Swedish-born women and their concurrent risk of cervical cancer based on individual information on Pap smears taken both from organized and opportunistic screening. Mean degree of participation in cervical screening was estimated for women between 23 and 60 years from 1993 to 2005, stratified by birth region and age at migration. In Poisson regression models, we estimated relative risks (RRs), incidence rates and incidence rate ratios of cervical cancer for women adhering or not to the cervical screening program. We also assessed effect of adherence to screening on the risk of cervical cancer among immigrant groups compared to Swedish-born women. The degree of participation was 62% and 49% among Swedish-born and immigrant women, respectively, with large variations between immigrant groups. Participation was lowest among those immigrating at older ages. Swedish-born and immigrant women who where nonadherent to the cervical screening program had a fivefold excess risk of cervical cancer compared to adherent women. After adjustment for screening adherence, excess RRs of cervical cancer were statistically significant only for women from Norway and the Baltic States. Participation to screening is lower among immigrant than Swedish-born women, and adherence to the recommended screening intervals strongly prevents cervical cancer.