Normally, yes. You can apply for the J-1 Visa only at a U.S. consulate or embassy outside the U.S. If you have secured documents for CICD sponsorship for the J-1 Visa but are unable or unwilling to apply for your visa in your home country, you may be able to do so in another (third) country. For example, if you are already in the U.S., you might consider applying for the J-1 Visa at a U.S. consulate in Canada. However, CICD discourages visa applications in third countries since your chances of obtaining the J-1 Visa may be diminished there . Consular policy on such applications may change with little or no advance notification, so be sure to confirm the State Department’s policy in advance of applying this way.. You should make every effort to apply in your home country for your visa.