Stereotype is a type of social bias massively present in texts that computational models use. There are stereotypes that present special difficulties because they do not rely on personal attributes. This is the case of stereotypes about immigrants, a social category that is a preferred target of hate speech and discrimination. We propose a new approach to detect stereotypes about immigrants in texts focusing not on the personal attributes assigned to the minority but in the frames, that is, the narrative scenarios, in which the group is placed in public speeches. We have proposed a fine-grained social psychology grounded taxonomy with six categories to capture the different dimensions of the stereotype (positive vs. negative) and annotated a novel StereoImmigrants dataset with sentences that Spanish politicians have stated in the Congress of Deputies. We aggregate these categories in two supracategories: one is Victims that expresses the positive stereotypes about immigrants and the other is Threat that expresses the negative stereotype. We carried out two preliminary experiments: first, to evaluate the automatic detection of stereotypes; and second, to distinguish between the two supracategories of immigrants’ stereotypes. In these experiments, we employed state-of-the-art transformer models (monolingual and multilingual) and four classical machine learning classifiers. We achieve above 0.83 of accuracy with the BETO model in both experiments, showing that transformers can capture stereotypes about immigrants with a high level of accuracy.