Canadian cities pledge to provide access to municipal services to non‐status migrants and withhold information identifying non‐status migrants from federal immigration authorities. Despite these promises, local police continue to cooperate with the Canada Border Services Agency, which raises questions about the capacity of cities to honour their promises. An empirical study involved interviews with high‐ranking police officers in eight local jurisdictions in Ontario about police perceptions regarding their role in the enforcement of federal immigration law and their obligations to honour sanctuary‐city policies. The results show that many police officers believe they possess legal authority to report non‐status migrants to federal authorities. We suggest that this belief rests on misconceptions about the relationship between criminal law and immigration law, claims of jurisdictional immunity from municipal government, and distortions of the principles of policing in Canada. Rescaling of sanctuary policies to the provincial level may offer solutions.