Autocrats use secret police to stay in power, as these organizations deter and suppress opposition to their rule. Existing research shows that secret police succeed at this but, surprisingly, also that they are not as ubiquitous in autocracies as one may assume, existing in fewer than half of autocratic country-years. We thus explore under which conditions secret police emerge in dictatorships. For this purpose, we develop a theoretical framework for potential predictors and apply statistical variable selection techniques to identify which of several candidate variables extracted from the literature on state security forces and authoritarian survival hold explanatory power. Our results highlight that secret police are more likely to emerge when rulers face structural, regime-external threats, such as organised anti-system mobilisation and international rivals, or witness successful regime-internal contestation abroad that hints at similar threats at home. But additionally, we find that rulers must have sufficient material resources and personalised power to establish secret police. This research contributes to our understanding of autocrats' institutional choices and authoritarian politics.