The identity of first-generation immigrant groups is a highly complex construct, evolving and changing in response to a host of social, psychological, and contextual factors. This paper explores how first-generation Chinese immigrants from mainland China position and negotiate themself in relation to the perceived sociocultural groups they affiliate with. Drawing on Bucholtz and Hall's (2005) sociocultural linguistic approach to identity and interaction, we address the issues of language use and identity through examining the emergent and spontaneous use of indexical references of self in the interviews with first-generation Australian Chinese immigrants. The findings reveal that the immigrants' senses of self are fluid and dynamic, influenced by their desire of ethnic continuity and personal affectional ties. This points to the usefulness of the discursive approach of indexicality for studying identity.