The incidence of illicit behaviors among foreign-born residents in the U.S. reveals significant variations across countries of origin. This paper identifies the factors underlying such cross-country variations in immigrant apprehensions by using cross-sectional data from 104 countries averaged across the 2002–2013 period. The results based on multiple regression techniques highlight the home country’s social ills such as corruption, theft and homicide as key determinants. Also included in the regression models, as control variables, are proxies for economic development and geographic proximity to the U.S. Noteworthy is that, alcohol consumption, another explanatory variable, is negatively related to the apprehension incidence in the host country. These results suggest that chronic socio-economic problems such as corruption, crimes, and poverty in the country of origin are central in explaining the cross-country variations in alien apprehensions in the U.S.