This study aimed to evaluate disparities in preterm birth and low birth weight among newborns of mainland Southeast Asian migrant versus Thai mothers during the COVID-19 pandemic in Thailand, and to assess the immigrant paradox by examining associations between maternal migrant status and adverse birth outcomes using directed acyclic graphs. The study population consisted of mainland Southeast Asian migrant and Thai mothers and their newborns who received antenatal care and gave birth at a public hospital in Samut Sakhon from December 2020 to May 2022. Preterm birth (gestational age < 37 weeks) and low birth weight (< 2500 g) were the study outcomes. Migrant status was defined using personal identification (e.g., passport). Associations between migrant status and birth outcomes, adjusted for pertinent covariates, were modeled using a directed acyclic graph. Poisson regression with robust standard errors was applied to estimate the risk ratio. Preterm birth incidence was 10% and 9% among newborns of migrant and Thai mothers. Low birth weight incidence was significantly higher among newborns of Thai mothers (10.7%) compared to those of migrant mothers (8%). After adjusting for covariates, immigrant status did not increase the risk of preterm birth or low birth weight in newborns compared to those of Thai mothers. Contrary to the assumption that migrant mothers may face hardships leading to newborns’ poor birth outcomes, risk of preterm birth and low birth weight were similar among newborns of migrant and local mothers in this study, indicating an immigrant health paradox.