State capacity is seen as one of the central elements determining whether countries have “strong” or “weak” systems of immigration and asylum. An underlying assumption of the global refugee regime is that countries of the Global South—thought to have less state capacity—do not have the ability to respond and host asylum seekers and refugees and must be financially supported by countries of the Global North in order to do so. But how can we understand “strong” migration responses from an otherwise “weak” state, as well as responses that change over time without corresponding alterations to underlying state capacity? This paper analyzes the case of Egypt, which, over the course of a decade, alternated between three types of migration policies requiring a range of state resources. Drawing on more than 70 in-person interviews and an analysis of public documents, this paper presents a theory of selective state capacity and argues that infrastructural weakness does not imply a lack of strategic decision-making in the field of migration, or an unwillingness to expend state resources, when the political incentives are in place.