Abstract Previous studies have repeatedly shown that all‐cause mortality is subject to spatial variation within countries and that acculturation of migrant mortality to native patterns occurs gradually with increasing duration of residence. This suggests that spatial variation in mortality is likely to differ between migrants and natives and that the migrant mortality advantage may be subject to strong variation between local settings. Using longitudinal microdata from the Belgian census, the population register, and the tax registers for 2011–2015, this article contributes to our understanding of migrant‐native mortality differentials by considering subnational spatial variation in the mortality advantage, settlement patterns of migrant groups, and varying degrees of acculturation by duration of residence. Consistent with the health selection hypothesis and the migration as a rapid health transition hypothesis, spatial variation in all‐cause mortality is limited among migrants with durations of residence under 30 years, resulting in strong variation of the mortality advantage between districts. Partial convergence to the spatial pattern of natives emerges among first generation migrants with durations of residence exceeding 30 years, as well as the intermediate and second generation. In Belgium, the country‐level mortality advantage can be partially accounted for by the settlement pattern of the migrant population in districts characterised by high native mortality and large migrant‐native differentials in all‐cause mortality.