Preselection thymocytes are normally retained in the thymic cortex, but the mechanisms responsible remain incompletely understood. We now report that deletion of genes encoding the E-protein transcription factors E2A and HEB disorders chemokine receptor expression on developing thymocytes to allow escape of preselection TCR-CD8+ thymocytes into the periphery. We document that CXCR4 expression normally anchors preselection thymocytes to the thymic cortex via interaction with its ligand CXCL12 on cortical thymic epithelial cells, and that disruption of CXCR4-CXCL12 engagements release preselection thymocytes from the thymic cortex. We further document that CXCR4 expression must be extinguished by TCR-mediated positive selection signals to allow migration of TCR-signaled thymocytes out of the thymic cortex into the medulla. Thus, E-protein transcription factors regulate the ordered expression pattern of chemokine receptors on developing thymocytes, and the interaction of the chemokine receptor CXCR4 with its ligand adheres TCR-unsignaled preselection thymocytes to the thymic cortex.