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There is widespread agreement that the local level has become more self-confident and self-reliant in formulating its own immigrant policies and sometimes developing distinct philosophies of immigrant incorporation. However, to date we know little about the actual capacities of cities to implement these philosophies consistently. This article offers a level-specific study of the governance of immigrant incorporation by European municipalities. It focuses on cities with diversity policies and it compares the meaning of diversity in formulated policies with policy implementation. Identifying an implementation gap of diversity policies in Antwerp, Amsterdam and Leeds, it argues that cities may have become more self-reliant and self-confident in coming up with their own ideas and concepts for governing immigration, but this may not mean that they also consistently implement these ideas. This article identifies two explanations for an implementation gap and different capacities across cities to consistently implement such policies.Points for practitioners: The article establishes two explanations for the inconsistent implementation of policies, focusing on the case of local diversity policies, and delineates how this plays out across different cities. These findings are relevant as they allow us to define the conditions for consistent policy implementation.