This research investigates the experiences of Latinx immigrants in the City of Chicago as a driving force for identity formation and a sense of belonging. How do immigrant experiences of Latinx communities shape their identity formation and facilitate their integration into the host society? And how are they different between waves of migration? To answer these questions, I conducted nine months of ethnographic research, utilizing participant observation and conducting 32 in-depth interviews with Latinx immigrants from two distinct waves, early 2000s and post-2021. Using these data, I identify four stages of migration: pre-immigration, arrival, settlement, and long-term residence. Within these stages, four main factors contribute to the formation of identity and a sense of belonging of Latinx immigrants in the US: interactions with the established local community, proficiency in the host country's language, connections, and social networks within the Latino community in the city, and individuals' ties with their home country. The research findings demonstrate that these experiences significantly shape the integration of Latinx migrants into the host community. These findings can inform the development of inclusive and supportive policies and programs aimed at facilitating the successful integration of immigrants into American society.