Despite a long intermingling history with the United States, why is there a lack of political engagement amongst some foreign-born immigrants from Mexico? We argue that social and political experiences in an immigrant’s subnational state influence their trust toward the United States. We observe whether an immigrant’s exposure to violence as well as political competition explains why foreign-born Mexican immigrants have widely differing levels of political efficacy. We use a generalized ordinal logit model and use data from the Latino National Survey (2006), crime rates from United Nations Office on Drugs and Crime, and Berliner et al. (2015)’s ATI passage set to test our hypotheses. While our findings do support the importance of political trust levels in an immigrant’s sending subnational state, our stated hypotheses do not capture the nuance of why these levels fluctuate so widely amongst the sample. Our findings indicate that exposure to high levels of extortion increase the likelihood of immigrants having no trust and decrease the likelihood of trusting the U.S. government almost always. Political competition does impact political efficacy, but seemingly only through effective number of parties and not through having tension from having separate parties controlling the legislation and governor’s seat.