The present invention provides an immunodeficient mouse (NOG mouse) suitable for engraftment, differentiation and proliferation of heterologous cells, and a method of producing such a mouse. This mouse is obtained by backcrossing a C.B-17-scid mouse with an NOD/Shi mouse, and further backcrossing an interleukin 2-receptor .gamma.-chain gene-knockout mouse with the thus backcrossed mouse. It is usable for producing a human antibody and establishing a stem cell assay system, a tumor model and a virus-infection model.