The migration phenomenon is fluctuating by the context, influencing the economic, political, social and demographic situations. It is remarquable a growing diversification of migration. In this article the new aspects of immigrants’ integration in Italy are identified and characterized. First of all, article focuses on elucidating the phenomena of minorities' business, and analyse the becoming of ethnic entrepreneurship. The author considers a number of economic factors that substantially accompany the process of immigrants’ integration into the new for them society. Migration and its connection to entrepreneurial activity is considered as a positive process that leads to local economy improvement and immigrants' adaptation. The article shows some problems of Moldovan migrants in Italy and its small business initiatives.