Policy research on the integration of immigrants has so far mostly focused on the effects of integration policies and has lead to inconclusive findings regarding the effectiveness of these regulations. We propose to study the role immigration policies play as the selection of immigrants at the border might facilitate their integration in the host society. Although this argument has been widely discussed in public debates, it is unclear whether and to what extent this differential effect indeed exists. To test this argument we combine country-level data from the Immigration Policies in Comparison (IMPIC) database with individual-level data on economic, political and social integration from multiple rounds of the European Social Survey (ESS) in this analysis. Overall, we find strong effects of immigration policies on the economic integration of immigrants and weaker effects on their political and social integration. Moreover, it appears that in many instances selecting immigrants on the basis of their education and country of origin improves integration.