The current study examines the following questions: (1) the extent to which individual basic human values are linked with attitudes towards immigration; (2) whether symbolic threat by immigration mediates this relation; and (3) whether cultural values moderate the relations between individual values, threat, and attitudes towards immigration. The empirical analysis relies on the 2014/2015 data from the immigration module of the European Social Survey (ESS) for West and East European countries. We find that universalistic individuals expressed lower threat due to immigration and higher support of immigration while conservative individuals displayed the opposite pattern. Symbolic threat mediated the association between values and immigration attitudes, but in most countries the mediation was partial. The associations between values, symbolic threat, and attitudes towards immigration were stronger in countries characterised by higher levels of intellectual and affective autonomy and weaker in countries characterised by higher levels of cultural embeddedness. The findings provide support for the centrality of human values in the formation of threat and attitudes towards immigration.