Although many return migrants had planned to go back to their country of origin, other return migrants who had originally planned to pursue the immigrant dream––the idea that one can have a better life by migrating—eventually change their mind and return to their society of origin. Just as the identity of individuals must adjust to the loss of a relationship, job, or membership of a group, many formerly aspiring immigrants give up on immigrating. I analyze data from oral history interviews and social media narratives of 121 Chinese ex-immigrants from 16 different countries. I show how disappointments, the language barrier, cultural alienation, racial-ethnic discrimination, intersectional-gender issues, barriers to upward socioeconomic mobility, and/or restrictive immigration policies interact with each other to constitute ex-immigrant subjectivity. This article highlights why immigration is a far less certain process than many perceive it to be, contributing to the broader sociological literature on how in different and similar ways processes of abandoning important social endeavors, like a romantic partnership, political party, or religious faith, transform subjectivities and social identities in other domains of social life.