When people move abroad, it is surprisingly immigrants with higher levels of education who tend to report more discrimination and a weaker attachment to their destination country than immigrants with lower levels of education. This so-called integration paradox is only partially understood. Here, we examine how unmet expectations of immigrants about their life abroad account for educational differences in destination attachment. We use panel data on recent immigrants to Switzerland from the Swiss Migration-Mobility Survey (N=5,242 immigrants and 13,890 observations, 2016-2022) to capture the extent of unmet expectations and associated disappointment through a question on dissatisfaction with the decision to migrate. Consistent with theory, we find that increasingly negative evaluations of pre-migration expectations are associated with reduced destination attachment, especially for immigrants with higher education. We conclude that qualifications and economic success alone are not sufficient to fully understand immigrant integration, and call for a broader set of integration indicators.