This Article aims at highlighting theoretical and practical issues around the application of the general principle of proportionality in EU immigration. It focuses on the application procedure foreseen by the Single Permit Directive by proposing an argument that combines proportionality and procedural guarantees. This Article has two main objectives: First, it explains why and how the general principle of proportionality is applicable to first admission applications. In this context, the Single Permit Directive—adopted as an important piece of the emerging EU legal regime on immigration—will represent a common theme for our reflections and a timely example on the practical implications of the argument presented in this Article. Second, it explores an important dimension of the legal-philosophical relevance of proportionality as applied to immigration. This specific Article might be apprehended from the point of view of a larger debate on the meaning of discretion in immigration law. It connects to the field of immigration ethics, a field in which legal scholars should become more active. As will be shown, ethical and legal considerations on immigration should work closely together, thereby improving current regulations and their implementation.