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How do states control non-state armed groups they sponsor in foreign civil wars (proxies)? I argue that the military goal the state sponsor pursues through the proxy—specifically, how ambitious the means needed to achieve the goal are—affects how costly it would be for the state to punish the proxy or abandon it altogether. Crucially, states pursuing militarily ambitious goals have a harder time credibly threatening to punish or abandon the proxy for misbehavior, because doing so would hurt the proxy’s capability and therefore undermine the state's ability to achieve its objective through the proxy. In other words, a tradeoff between controlling a proxy and enabling its effectiveness exists in the state-proxy relationship—but some states are more susceptible to this tradeoff than others. I test this theory through multi-method, nested case studies of three efforts by the US to support non-state armed groups in the proxy war in Syria from 2011 to present, drawing on over 60 semi-structured interviews with American civilian policymakers, military commanders, and members of Special Operations Forces and hundreds of primary-source statements by US and the groups it sponsored in Syria.