Issues related to migration, security and integration are currently among the top priorities of European states. Lately, ‘religion’ has emerged as something separate from ‘culture’, ‘ethnicity’, ‘nationality’ and ‘race’ in the debate over integration and security. Collective religious activity is among the most common forms of the social organisation of immigrants. Immigrant communities have been analysed from a multiplicity of perspectives, but one area that has until recently received little attention is the relationship between on the one hand the local and national authorities, on the other religious organisations of immigrant origin. Religion, most notably Islam, has been identified as a social problem among the public authorities in Europe. The article provides a critical viewpoint on the formation of immigrant voluntary associations as authorities’ tools of governance. While voluntary associations can be seen as tools for integration and empowerment, they may become embedded in power structures that are not at first glance self-evident. The article argues that the local and national authorities in Finland support and encourage Muslim immigrants to organise themselves into voluntary religious associations, enabling the authorities to better govern issues that have been defined as social problems. The work applies the theory of governmentality as developed by Mitchell Dean, to Muslim organisations in Finland.