The increasing cultural diversity in host society schools highlights the need to better understand the conditions supporting the integration of students with an immigrant background. This study examines whether peer acceptance enhances the association between student-teacher relationship closeness and classroom emotional engagement, and whether this association is moderated by student immigrant status. This study followed 251 fifth- and sixth-grade first- (34.3%), second- (49.4%), or third-generation-plus (16.3%) students across two school years (46.6% boys). Measures included child-reported classroom emotional engagement, student-teacher relationships, peer acceptance, and immigrant status. Using a hierarchical multiple linear regression model, this study demonstrates that positive relationships with teachers represent a protective factor for classroom emotional engagement among students who do not feel accepted by classmates, but only for first-generation students (b = 0.46, p < 0.001). Our results underscore the importance of developing intervention strategies for building student-teacher relationships to benefit the classroom integration of first-generation students.