Since 2002, the amount of foreign direct investment (further - FDI) into the developing countries has increased dramatically. The attracting such investments became one of the main target of foreign policy in number of countries. At the micro-level, FDI contained in the company’s assets might be concerned to have positive effect on company’s performance as a whole. Therefore, the scientific aim of this paper is to discover whether the companies with FDI show significantly better financial performance than the companies without FDI using the data for more than 380 companies located in Baltic countries and working mainly in the wholesales & trade and manufacturing industries. The authors used company data extracted from Amadeus database. Criteria for the company inclusion were data availability and net turnover more than 50000 euro. The methods chosen for conducting the research are mainly quantitative, including mean comparison and regression analysis. The obtained results demonstrate that consistent impact of FDI on company’s performance is not uniform in Baltic countries.