In the ongoing debate on immigrant integration policies, the Sinus study on migrant milieus has attracted much attention for its clear stance as a proponent of a multicultural society. Brushing aside arguments about an ethnic-religious divide in the German social fabric, the study argues that social milieus constitute much stronger markers of difference than ethnicity. This paper provides a critical appraisal of the postethnic vision articulated by Sinus. However, it also raises some methodological issues concerning the collection and analysis of data on immigrant populations. The concluding section discusses the limits of a politics of difference based on milieus. It questions the potential of the Sinus study to move the German immigration debate forward towards a more democratic vision of citizenship, given its de-emphasis of social inequalities rooted in relations of gender, "race" and class.