The primary objective of this research article is to investigate the implications of social exclusion, discrimination and racial segregation of Muslim immigrants in the European Union. Muslim immigrant terrorists represent a significant threat to public safety and implicitly to the values and principles of democracy which attest the identity itself of the European Union. Permanent immigration in the European Union countries is a global challenge considering the impact of social exclusion, marginalization, stigma, discrimination and racial segregation on Muslim immigrants. Despite the fact that certain developed countries of the European Union still attract massive waves of Muslim refugees, the attitude of indigenous citizens is increasingly skeptical about the opportunity of this phenomenon. Consistently, the opposition to Muslim migrants was significant in certain member states of the European Union.