One of the long-standing puzzles in the political behavior literature is about immigrants' low level of political participation: after achieving comparable and sometimes even higher levels of socioeconomic status relative to the native-born citizens, why do immigrants still participate less in politics? We argue that the different formative years experiences associated with immigrants who moved to the United States at an older age is the key that explains the participation gap between immigrants and the native-born population. Using the 1994–2016 Current Population Survey and their Voting and Civic Engagement Supplements as data sources, we develop a hierarchical model that simultaneously accounts for region-, country-, and individual-level variables. The results are striking. We show that immigrants who move to the United States at a young age participate in politics at a rate that is indistinguishable from the native-born population; those who migrated at an older age participate less. The fact that over 60% of the immigrant population moved to the United States as adults is a main factor that contributes to the political participation gap between immigrants and the native-born population.