Cosmopolitan theorists demand that democracies simultaneously maximize the openness to legal long-term immigration for all immigrant categories and the inclusiveness in rights and membership that are attributed to these long-term immigrants while minimizing enforcement, also regarding irregular immigrants. However, we do not know to what extent real-world democracies approximate this ideal. I argue that this cosmopolitan ambition is too demanding in practice and propose that democracies can only reach a maximum of two of the above goals. I argue further that it should also not be possible for democracies to minimize openness and inclusiveness while maximizing enforcement. Thus, democratic policymakers should face an immigration policy trilemma that cuts both ways. Empirical analyses provide support for this two-pronged immigration policy dilemma hypothesis: democracies that approximate the cosmopolitan ideal have combined relative openness and inclusiveness with strong enforcement, and democracies that follow a nativist agenda combine relative exclusiveness and strong enforcement with semi-open immigration regimes. This study significantly advances our understanding of the realization potentials of radical normative theories and ideologies.