Background: In Spain, foreign-born women are disproportionately employed in housework or care work, and quantitative research has shown that female migrants are disadvantaged relative to male migrants in the occupational status of their first job in Spain. However, the process that created this female penalty has not yet been explored. Objective: In this paper, we focus on female occupational mobility at migration and during settlement in Spain. First, we compare female and male labour mobility at migration. Second, we identify the main socio-demographic factors which increase the likelihood that the first job a foreign-born woman holds in Spain will be as a cleaner or a domestic worker. Third, we investigate female labour mobility from the time of migration, particularly trajectories that lead away from the cleaning and domestic occupations, and consider the importance of the assimilation process in occupational mobility. Methods: We apply quantitative methods to Spain's 2007 National Immigrant Survey (Encuesta Nacional de Inmigrantes), using descriptive (mobility matrixes) and simple and multinomial logistic regression analyses. We include the main socio-demographic, family, and migratory characteristics of immigrants in the explanatory models. Results: The results of our analysis revealed that female migrants to Spain are more likely than their male counterparts to experience occupational downgrading at the time of migration, and that 41.6% of women work in domestic services in their first job in Spain. Finally, our results have demonstrated that, although occupational immobility is common among female migrants in Spain, movement out of domestic services is possible, especially for the most assimilated immigrant women. Conclusions: This paper contextualises female immigration in Spain, attributing the labour market choices made by female migrants to the externalisation of domestic and cleaning occupations in private households, and to the gender segmentation of the labour market. © 2014 Elena Vidal-Coso & Pau Miret-Gamundi.