Residential segregation among immigrant populations in urban areas is a multifaceted phenomenon with significant social implications. This paper investigates the residential segregation of four primary immigrant groups—Sri Lankans, Filipinos, Romanians, and Moroccans—within the metropolitan area of Messina, Italy, in 2016. Leveraging anonymized individuals’ data from the population register, the study employs Shannon’s entropy and Kullback-Leibler (KL) divergence to quantify segregation and divergence from the native Italian population. Preliminary results suggest that while certain immigrant groups exhibit spatial concentration in terms of the Shannon’s index, their distributions may not necessarily diverge substantially from the local population, as for the KL divergence. The disparities detected by KL divergence suggest that immigrants may interact and share environments with the local population, challenging simplistic assumptions about segregation. This study contributes to public debate giving insight into the complexity of residential segregation dynamics to promote social cohesion policy accounting for the specificities of settlement patterns in urban environments.