Identities formed during adolescence are known to be crucial in shaping future life decisions in multiple domains, including not only the educational and work careers but also partnership arrangements, fertility trajectories, residential choices, even civic and political attitudes. In this article we examine in a very simple and mostly descriptive way the main differences and similarities between the daily life of adolescents of immigrant and non-immigrant origin, and their wishes and expectations for their future, utilizing data from the Chances Survey, collected in 30 secondary schools in the city of Madrid in 2011. Our methods combine a comparison of means, the ANOVA test, multivariate regressions and factor analysis, in order to identify when adolescents of immigrant origin reveal wishes and expectations significantly different from those of their classmates of native origin; and the extent to which they expect higher frustration of their wishes in their future life, or not. Differences by gender are also explored. Our findings suggest similarities and differences between both groups depending on the particular aspect examined, and discard a systematic pattern of greater optimism or pessimism among immigrant adolescents compared to their non-immigrant classmates. Differences by origin tend to be larger when respondents are asked about the immediate future instead of the more distant one, and immigrant girls seem to be the most pessimistic about their future.