Globalization in the past few decades has been marked by increased mobility of highly skilled workers from one country to another. Even though self-initiated expatriation is a widespread phenomenon, it is a relatively under-researched phenomenon in the academic literature, especially in an organizational context. Existing literature shows that not all individuals are equally suited to embark on a new life in another country, and self-initiated expatriates (SIEs) could be particularly susceptible to failure since they have no support from a home organization. This study was designed to investigate the experiences of self-initiated professional expatriates and the effect it had on their work performance. The purpose was to understand how their organizational and social experience affected their cross-cultural adjustment process and in turn affected their individual work performance. The researcher used a qualitative method using semi-structured interviews, observations, and documents with ten self-initiated expatriates. This study contributed to the expanding literature on the experiences of self-initiated expatriates, specifically how different support systems affected cross-cultural adjustment and individual work performance.