The process of cross‐cultural migration may be particularly difficult for students travelling overseas for further or higher education, especially where qualitative differences exist between the home and host nations. The present study examined the sociocultural adjustment of sojourning Malaysian students in Britain. Eighty‐one Malay and 110 Chinese students enrolled in various courses answered a self‐report questionnaire that examined various aspects of sociocultural adjustment. A series of one‐way analyses of variance showed that Malay participants experienced poorer sociocultural adjustment in comparison with their Chinese counterparts. They were also less likely than Chinese students to have contact with co‐nationals and host nationals, more likely to perceive their actual experience in Britain as worse than they had expected, and more likely to perceive greater cultural distance and greater discrimination. The results of regression analyses showed that, for Malay participants, perceived discrimination accounted for the greatest proportion of variance in sociocultural adjustment (73%), followed by English language proficiency (10%) and contact with host nationals (4%). For Chinese participants, English language proficiency was the strongest predictor of sociocultural adjustment (54%), followed by expectations of life in Britain (18%) and contact with host nationals (3%). By contrast, participants' sex, age, and length of residence failed to emerge as significant predictors for either ethnic group. Possible explanations for this pattern of findings are discussed, including the effects of Islamophobia on Malay‐Muslims in Britain, possible socioeconomic differences between Malay and Chinese students, and personality differences between the two ethnic groups. The results are further discussed in relation to practical steps that can be taken to improve the sociocultural adjustment of sojourning students in Britain.