Immigrant‐related policy indexes have become popular in both U.S. and European contexts, yet these projects boast distinct and divergent trajectories. European indices are characterized by rigorous conceptualization, specificity in elements of policy design (e.g., settings like fees or appeal process), and a variety of measurement strategies. By contrast, U.S. state‐level policy indices exhibit a lack of differentiation between immigration and integration policy and excessive generality in measurement and representation of policy instruments and settings, exacerbated in presenting a policy index as an aggregate count. This paper argues U.S. policy indexing can benefit from the European indexing experience. Following an overview of the state of each field, assessing concept differentiation, specification, and measurement in each, the paper illustrates how even the well‐conceived and specified European integration policy indices run into problems at the analysis stage. It presents a replication‐replacement study to illustrate divergent performance of highly correlated and conceptually agreeing indices, as well as methodological issues inherent to indices of low‐N, including using a policy index as a dependent variable and index selection absent a priori theorization. It concludes with suggestions for improving American immigration policy indices, as well as general observations on working with statistical power‐challenged indices and data limitations.