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It is undoubtedly not a simple and easy decision to leave one's comfort zone in your home country and move to a completely new host country, in search of better education and more career prospects. Also, globalization has created a kind of scenario across the world that the experience and exposure fascinate the students to take this tough decision of leaving their home country. In Indian context, there is a significant transformation in the education industry during the last decade as a large number of Indian students are moving to foreign destinations every year not only for earning international degrees but also building careers in diverse fields. Present study describes about the challenges faced by Indian students when they travel to the host countries USA, Australia, and Canada through an empirical mode. The primary data is collected from a sample of four hundred Indian Immigrant students of USA, Australia and Canada based on questionnaire through snowball sampling method of data collection. The objectives included to analyse perception of Indian immigrant students regarding issues and challenges on gender basis and to analyse perception of Indian immigrant students regarding issues and challenges on the basis of country. The findings indicated host country language, inconvenient travelling, unpleasant behaviour of people as more challenging for females as compared to males in the host countries. Also, understanding of host country language, costly medical facilities, missing the country food crazily are more challenging for Indian immigrant students in Canada.