Previous cross-national research on the link between immigration and the welfare state has focused exclusively on the relationship between the size of a country's foreign-born population and support for redistribution, neglecting that people vary in their responses to immigration. In this article, the authors revisit the progressive's dilemma by testing its theoretical proposition—that immigration and welfare are incompatible—in two novel ways. First, the authors conduct an individual-level analysis that demonstrates that, for most Europeans, supporting both immigration and welfare is unlikely. Second, the authors assess whether country-level immigration is associated with the salience of different immigration-welfare attitudes but find little evidence that immigration measured at the country level produces the most exclusive attitudes.