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In this paper, I explore how political environments in host countries affect immigrants' political attitudes and behavior. Many previous studies suggest that migrants in advanced democracies become pro-democratic during their stay and eventually transmit democratic values to their home countries. However, migrants' experiences with democracies are not necessarily all positive. Immigrants' experiences vary a lot by the political environments in host countries. I argue that even in advanced democracies, immigrants likely become less attached to the host country and democratic values when they experience hostilities against them. Using an individual-level survey of migrants in Western Europe, along with Bayesian hierarchical models with post-stratification, I find that when migrants live in regions with a strong anti-immigration sentiment, they become more skeptical regarding democracy. In addition, using a unique dataset on return migration from the UK to other countries, I show that migrants are more likely to return to their home countries when they live in a region with a severe anti-immigration sentiment. Given that many sending countries are new democracies, the transmission of immigrants' negative attitudes toward democracy could degrade public support for democracies, potentially contributing to democratic backsliding in their home countries.