Maladapted individuals can only colonise a new habitat if they can evolve a positive growth rate fast enough to avoid extinction - evolutionary rescue. We use the infinitesimal model to follow the evolution of the growth rate, and find that the probability that a single migrant can establish depends on just two parameters: the mean and genetic variance of fitness. With continued migration, establishment is inevitable. However, above a threshold migration rate, the population may be trapped in a sink state, in which adaptation is held back by gene flow. By assuming a constant genetic variance, we develop a diffusion approximation for the joint distribution of population size and trait mean.[-]