Mirage mediation reduces the fine-tuning in the minimal supersymmetric standard model by dynamically arranging a cancellation between anomaly-mediated and modulus-mediated supersymmetry breaking. We explore the conditions under which a mirage ``messenger scale'' is generated near the weak scale and the little hierarchy problem is solved. We do this by explicitly including the dynamics of the SUSY-breaking sector needed to cancel the cosmological constant. The most plausible scenario for generating a low mirage scale does not readily admit an extra-dimensional interpretation. We also review the possibilities for solving the μ/Bμ problem in such theories, a potential hidden source of fine-tuning.