This article examines the integration of migrants in Luxembourg within the framework of small state theory. Within the comparative scholarship on migration, small states are often presented as “success stories.” This research questions this assumption and empirical data presented here indicates that many contradictions exist within Luxembourg’s migrant integration model. The country’s “success” in fact does not reflect the levels of integration of migrants nationally as significant inequalities are present in Luxembourg. However, the analysis of Luxembourg presented here illustrates how small states have coherently embraced many paradoxes that are inherent to integration strategies throughout Europe with the goal of promoting peaceful coexistence.