Immigrants had the "guts and drive" to travel halfway across the world to better themselves and their families, the former prime minister said.
Not all immigrants in his experience came to Britain "to benefit from our social security system", he said.
His tone is in contrast to that used by present Conservative PM David Cameron.
In his attempts to crack down on immigration numbers, the current prime minister talks of an immigration system that "puts Britain first" as he makes it harder for migrants to claim benefits.
Sir John was speaking in an interview with the historian Peter Hennessy for the BBC Radio 4 programme, Reflections, which will be broadcast at 09:00 BST on Wednesday 13 August.
He was talking about his time as a young man when he lived in modest circumstances with his family in Brixton, south London.
Sir John said: "There was a different social value placed on immigration. I saw immigration at very close quarters in the 1950s.
"They shared my house. They were my neighbours. I played with them as boys. I didn't see people who had come here just to benefit from our social system. I saw people with guts and the drive to travel halfway across the world in many cases to better themselves and their families.
"And I think that is a very Conservative instinct."
In the programme, Sir John also admits that he knew as early as 1992 that he would not win the 1997 general election.
"The day after the 1992 general election, Chris Patten (the Conservative chairman) and I sat in the White Room at Number 10. Chris had lost his seat at Bath. And we agreed that in winning a fourth successive term, we had stretched the democratic elastic as far as it would go, and unless Labour collapsed, we would have little chance of winning the next election.
"I was reinforced in that view by the impact of Black Wednesday. In one sense it was liberating. It meant I could go and do, as Sarah Hogg (his Policy Unit head), for one, repeatedly said to me, you can do what you think is right. You don't have to politically trim. You can do what you think is right and economically we did."
* You can hear Reflections with Sir John Major on 13 August on BBC Radio 4 at 09:00BST, 21:30BST and afterwards on the series website.
Sir John Major has praised immigrants for having what he called "the very Conservative instinct" of wanting to improve their lives.