Our paper tests the hypothesis that living in limbo could have negative consequences for the socio‐economic integration of refugees. We define limbo as a protracted period when asylum seekers are waiting for the decision concerning their permanent refugee status. Relying on the French survey of migrants, France's longitudinal survey of migrants (ELIPA), we measure integration by labour market participation, fluency in French, finding new French friends and studying. To account for the endogeneity of limbo, we instrument it with the administrative backlog. We find that living longer in limbo during the asylum‐seeking period slows down future integration of refugees, but results differ with respect to gender and educational attainment. While having lived longer in limbo slows down most aspects of socio‐economic integration for refugees with no degree or a high school degree, those with a bachelor's degree do not experience negative effects. Male refugees who had lived longer in limbo have a lower likelihood of being employed and studying in France, while similar females make fewer French friends.