International migration in general and the recent refugee crisis in particular are complex and much debated topics in European politics. Concurrently, education systems must operate under uncertain and unpredictable conditions. In this situation, migrant children become a group at particular educational risk of exclusion and marginalisation. This paper explores reflections of principals of schools with migrant students regarding how to navigate in those uncertainties related to how migrants are received in Denmark and whether current Danish policies on migration and integration affect the everyday practices in education. Thus, the paper looks at how problematisation and insecuritisation processes stemming from current immigration and integration policies in Denmark influence professionals' working conditions in the field of education. Drawing on methodological perspectives from narrative theory, a selection of five out of 15 interviews with school principals are analysed, focusing on their "small stories" about approaching the complex processes of risk production when providing education for migrant children. The conclusion drawn from the study is that immigration and integration policies that do not stem from the field of education still influence the field of education in a way that creates complex dilemmas for school professionals when navigating in the (co-)production of risks.