Developing explanations for how sub-state governments are active internationally is central to understanding their unexpected growth as international actors. Building upon Lecours’ work [2002, Paradiplomacy: reflections on the foreign policy and international relations of regions, International Negotiation, Vol.7, pp.91–114], this article develops an expanded historical institutionalist analysis of the international agency of sub-state governments. Its original empirical contribution is utilizing this approach to examine within case variation across four contrasting policy domains in a case study of Wales. Reflecting the European Union sub-state mobilization literature, levels of constitutional powers are constrained in their capacity to account for Welsh sub-state international agency. Instead, the article highlights strong variation in the opportunity structures shaping sub-state diplomacy across policy domains. The article argues that institutional continuity and change, the prevalence of ‘path dependence’, can differ significantly between policy domains in sub-state diplomacy, argues for an expanded multi-level framework recognizing the impact of non-governmental organizations and international institutional opportunity structures and confirms historical institutionalism’s ability to enrich understanding of agency-structure relationships.