Immigrants with higher levels of education tend to report more discrimination and a weaker attachment to their destination country than immigrants with lower levels of education. This so-called integration paradox may be caused by two basic, mutually independent mechanisms: highly educated immigrants (1) more often experience unmet migration expectations, and (2) show stronger negative reactions when their expectations about their life abroad are not met. Existing research mainly focused on the first mechanism, while empirically tracing the second has been hampered by a lack of evidence comparing less- and more-educated immigrants over time. Here, we address this gap and examine how unmet migration expectations contribute to education-related differences in destination attachment. The mechanism we investigate is rooted in the educational background, but migration amplifies the dynamics, contributing to higher hopes while confronting individuals with unpredictable realities and limited control. Using panel data on recent immigrants to Switzerland from the Swiss Migration-Mobility Survey (N = 5,242 immigrants and 13,890 observations, 2016-2022), we assessed the extent of unmet expectations and associated disappointment through a question on dissatisfaction with the decision to migrate. Consistent with theory, we found that increasingly negative evaluations of the migration decision were linked to reduced destination attachment, especially for immigrants with higher levels of education. Analyses further revealed that these detrimental reactions were not limited to immigrants with distinct ethno-racial background. These results suggest a fundamental mechanism for the emergence of the integration paradox, enhancing our understanding of educational inequalities in expectation management and immigrant integration.