This dataset was collected from first-generation immigrants between September 2022 and June 2023. Over a 28-day period, 39 participants aged 18 to 65, fluent in English and experiencing loneliness (UCLA Loneliness Scale score ≥ 28) contributed to the study. Data collection utilized Samsung Watch Active 2, Oura Ring, AWARE, and Centralive smartphone application. This dataset contains raw data from photoplethysmogram (PPG), inertial measurement unit (IMU) readings, air pressure, and processed data on heart rate, heart rate variability, sleep metrics (bedtime, stages, quality), physical activity (steps, active calories, activity types), and smartphone usage patterns (screen time, notifications, call and message logs). Participants also completed ecological momentary assessments (EMA) and weekly surveys, including instruments like the Beck Depression Inventory (BDI), Patient Health Questionnaire-9 (PHQ-9), Perceived Stress Scale, Sense of Coherence Scale, Social Connectedness Scale, Twente Engagement with E-Health Technologies questionnaire, and the UCLA Loneliness Scale. This dataset can be used to study the interplay between loneliness, mental well-being, and daily behaviors of immigrants in a real-world context.