Abstract Soviet intelligence officer Vladimir Petrov’s defection to the West in 1954 was Australia’s first Cold War spy scandal, quickly dubbed the “Petrov Affair.” It was followed by a Royal Commission investigating Soviet espionage, during which the cover of Michael Bialoguski, the Australian Security Intelligence Organisation’s main agent in the Petrov operation, was blown. Bialoguski, a Polish refugee, had been targeting not just Petrov but the pro-Soviet migrant community, infiltrating their lives over a period of six years. This article uses the Petrov Affair as a vantage point to examine pro-Soviet migrants’ experiences of Cold War surveillance in Australia. Soviet migrants arrived in the West with prior experience of ubiquitous security states and anticipated that they would be monitored. But for those involved with pro-Soviet groups like Sydney’s Russian Social Club, brushes with intelligence were not only expected but often desired. They had both real and imagined encounters with surveillance, and imagined encounters shaped their experiences and perceptions of the security state just as actual ones did. A social history of the surveillance of pro-Soviet migrants complicates our understanding of the effects of surveillance and of its panoptic qualities. It also reveals the Australian security state as mutually constituted—not just by the state itself, but by the personalities, perceptions, transnational experiences, and social worlds of its subjects.