<p>Trust in institutions is an important component of political trust and trust in the society in which one lives. For most migrants, the Migration Agency (MA) is the first institution of contact in their new host country. This encounter helps shape how migrants perceive governmental systems. Very few studies have examined migrants’ trust in the MA. In particular, there is a lack of studies making use of directly surveying migrant populations. This article integrates theories of trust with literature on migrants’ social embeddedness in order to investigate the factors associated with having trust in the Swedish MA. To this end, original data from an online survey (<i>N</i> = 22.630) were examined. A stepwise logistic regression model was applied. As this article demonstrates for the first time, migrants’ experience of the MA’s institutional performance plays a major role in their trust in the MA. Moreover, respondents from countries with high perceived levels of government effectiveness also reported having more trust in the MA. Additionally, this article suggests that application group matters for migrants’ level of trust. The results show that asylum seekers have the lowest levels of trust compared to other application groups such as work permit and student visa. This article argues it is important to examine migrants’ trust in the MA because their view of this institution can influence their overall perception of their new host country.</p>