Scholars suggest the applicability of the system avoidance concept to the U.S. immigration regime. On this theory, whereas undocumented immigrants are expected to be “on the run” from record-keeping bodies, documented immigrants are expected to feel secure “on the radar.” Yet, federal policy changes since the 1980s have made documented and undocumented immigrants alike vulnerable to deportation. How can researchers better account for the complex relationships between system involvement, avoidance, and deportability? Drawing on in-depth, multi-year interviews with Latin American immigrants in Dallas, Texas, I examine how noncitizens with varying degrees of involvement in the U.S. immigration regime perceive and respond to the risk of deportation. Although undocumented immigrants in this study recognize the precarity of lacking documentation, they sometimes believe themselves less vulnerable to deportation than documented immigrants. Meanwhile, despite the relative stability their legal status confers, documented immigrants of various designations in this study sometimes view themselves as more vulnerable to deportation than undocumented immigrants. To explain these perspectives, I develop the concept of “system embeddedness” to denote individuals’ perceived legibility to institutions that maintain formal records (i.e., a state of existing “in the system”). System embeddedness is one mechanism through which perceived visibility to the federal immigration regime entails risk, and perceived invisibility safety, for some noncitizens. In perceiving ostensibly “good” types of involvement with the U.S. immigration regime—such as documentation—as risky, “legal” and “illegal” noncitizens can be chilled out of opportunities for political, economic, and social inclusion and mobility.