Black immigrants from the Caribbean have long attained greater labor market success than African Americans. The most recent studies show that Afro Caribbeans have earnings that are approximately 16% greater than African Americans and that Afro Caribbeans are as much as 21% more likely to be employed than African Americans. The most prominent explanation for greater Afro Caribbean success is that, because they have chosen to migrate, Afro Caribbeans are positively self‐selected on characteristics that are key for success in the U.S. labor market. Proponents of immigrant selectivity argue that migrants have greater levels of both hard and soft skills than nonmigrants. Using data from the National Survey of American Life—the first social survey to provide a nationally representative sample of both African Americans and Afro Caribbeans—this study finds that Afro Caribbeans have greater hard skills than African Americans but split the difference on two measures of soft skills: African Americans and Afro Caribbeans are matched on John Henryism, but African Americans have greater personal mastery than Afro Caribbeans. Contrary to expectations, controlling for differences in hard and soft skills does not provide for a meaningful reduction in labor market disparities between African Americans and Afro Caribbeans.