We prove that linear collisional kinetic equations in the whole space without confinement mechanism display a long-time self-similar behaviour. This drastically improves the recently known results (decay estimates) about the solutions in such a context, providing the first result regarding this self-similar behaviour. As a consequence, we also establish a uniform-in-time convergence of the suitably rescaled solutions to their diffusion limit, which is also new. The class of equations considered includes some BGK type equations, some kinetic nonlocal Fokker--Planck-type equations and some kinetic (possibly fractional) Fokker--Planck equations, for which we are able to write explicitly solutions through a Wild sum (or Dyson series) or we can manage some accurate computations on the Fourier side.