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This article puts contemporary debates about the relationship between immigration policy and the welfare state in historical perspective. Relying on new historical data, the article examines the relationship between immigration policy and social policy in Western Europe in the late 19th and early 20th centuries, when the modern welfare state emerged. Germany already had comparably strict immigration policies when the German Empire introduced the world’s first national social insurances in the 1880s. Denmark, another early social-policy adopter, also pursued restrictive immigration policies early on. Almost all other countries in Western Europe started out with more liberal immigration policies than Germany’s and Denmark’s, but then adopted more restrictive immigration policies and more generous social policies concurrently. There are two exceptions, Belgium and Italy, which are discussed in the article.