In the research literature on immigration attitudes, there are a number of theories that explain why individuals hold positive or negative opinions of certain immigrant groups and immigration policies. In this review of the literature, the theories are summarized into five categories: personal and social identity, self and group interest, cultural values and beliefs, social interaction, and multilevel theories. The majority of the theories offer explanations that favor one causal direction, focus on social psychology or the social structural environment, and assume that effects are additive rather than interactive. It is argued in this review that scholars would benefit by using multilevel theories, such as group position theory and intersectionality, in order to extend their explanatory reach past the theoretical standards and, in doing so, be able to better examine some understudied but important questions, such as why individuals often hold pro‐ and anti‐immigrant opinions simultaneously. Multilevel theories have the potential to offer a nuanced understanding of immigration attitudes.