Following pre-migration screening for tuberculosis (TB), migrants who are deemed to be at a high risk of developing TB must attend post-entry follow-up in Australia. We aimed to evaluate the effectiveness of post-migration TB follow-up in the state of New South Wales to diagnose TB in these high-risk migrants. In this retrospective cohort study, we assessed the risk of TB in migrants who arrived in New South Wales between 2000 and 2015 and were referred for post-migration follow-up. Clinical notes were examined for a nested cohort to determine whether TB was diagnosed via the follow-up programme or via passive case finding. Of the 32 550 migrants referred for follow-up, 428 (1.3%) developed TB. The incidence of TB was 436 per 100 000 person-years (95% CI 384–491 per 100000 person-years) in the first 2 years after arrival and 128 per 100 000 person-years (95% CI 116–140 per 100 000 person-years) over the mean study observation period of 10.3 years. An estimated 63% of cases were diagnosed via follow-up. TB notifications occurred 0.55 years earlier since time of arrival in Australia in migrants who attended follow-up than in those who did not. Post-migration follow-up detected 63% of TB cases in high-risk migrants and potentially prevented delay of TB diagnosis.