Purpose: Cancer incidence in the USA remains higher among certain groups, regions, and communities, and there are variations based on nativity. Research has primarily focused on specific groups and types of cancer. This study expands on previous studies to explore the relationship between country of birth (nativity) and all cancer site incidences among USA and foreign-born residents using a nationally representative sample. Methods: This is a cross-sectional study of (unweighted n = 22,554; weighted n = 231,175,933) participants between the ages of 20 and 80 from the National Health and Nutrition Examination Survey (NHANES) 2011–2018. Using weighted logistic regressions, we analyzed the impact of nativity on self-reported cancer diagnosis controlling for routine care, smoking status, overweight, race/ethnicity, age, and gender. We ran a partial model, adjusting only for age as a covariate, a full model with all other covariates, and stratified by race/ethnicity. Results: In the partial and full models, our findings indicate that US-born individuals were more likely to report a cancer diagnosis compared to their foreign-born counterparts (OR 2.34, 95% CI [1.93; 2.84], p < 0.01) and (OR 1. 39, 95% CI [1.05; 1.84], p < 0.05), respectively. This significance persisted only among non-Hispanic Blacks when stratified by race. Non-Hispanic Blacks who were US-born were more likely to report a cancer diagnosis compared to their foreign-born counterparts (OR 2.30, 95% [CI 1.31; 4.02], p < 0.05). Conclusion: A variety of factors may reflect lower self-reported cancer diagnosis in foreign-born individuals in the USA other than a healthy immigrant advantage. Future studies should consider the factors behind the differences in cancer diagnoses based on nativity status, particularly among non-Hispanic Blacks.