This study examines predictors of immigrants’ confidence in the police at the individual and national levels, based on the instrumental and expressive frameworks. Using the World Value Survey, the study analyzes data from 5,746 immigrants across 34 nations. Generalized multilevel mixed-effects models are utilized to test the effects of individual-level attributes and national-level structural indicators. Immigrants with a citizenship of the resident nation report higher confidence in the police. Neighborhood security, neighborhood trust, and perceived community membership influence immigrants’ confidence in the police. The national-level indicators, including diversity of the nation’s population and discriminatory culture, were significantly related to confidence in the police. In a society with a variety of nationalities and a more discriminatory culture, immigrants report more confidence in the police. Ensuring neighborhood security and improving social capital, such as institutional trust, are important for building confidence in the police.