The former Labour Chancellor, who led the No campaign against Scottish independence in 2014, said differential immigration systems were already operated by other countries.
He added that while doing a similar thing in Scotland would be “fraught with difficulty”, it was something that “needs to be looked at” given the ageing population north of the border.
The SNP has repeatedly called for the devolution of greater immigration powers after Brexit, amid concerns that a sudden fall in migrants from the EU would have a severe impact on the economy.
However, the UK Government is against such a move, arguing that it could create complications for businesses and harm the “integrity” of the UK’s borders.
But Lord Darling told the House of Lords European Committee on Tuesday: “Scotland’s population is changing.
The demographic change is going the wrong way. “I’m not sure there’s an easy answer.
It’s fraught with difficulty. “As long as you don’t have a border, and if you allow someone to come and work in Edinburgh or Glasgow, how can you be sure that’s where they continue to work?”
Pre-Brexit promises But he added: “Other countries seem to have a go at it. I do think it’s something that needs to be looked at.
“I wouldn’t under-estimate the practical problems of doing it, and also that the whole issue of immigration is as difficult and charged an issue north of the border as it is south.”
One suggested model for Scotland is the immigration system in Canada.
There, provinces are able to support industries that need additional workers through local migration targets but the overall system is operated by the federal government.
The SNP has accused the Conservatives of breaking promises over immigration.
Leave campaigner and then UK Justice Secretary Michael Gove claimed during the EU referendum campaign that a Brexit vote could see Holyrood gain “a greater degree of control over immigration policy”.
But Home Secretary Amber Rudd ruled out the idea earlier this year, saying that applying different rules to different parts of the UK would “complicate” the system make it more difficult for firms who have staff spread around the country.
An SNP spokesman said: “Lord Darling joins an ever increasing list of people who realise it is essential that Scotland has its own distinct immigration policy.
“The Tories promised this would be delivered during the Brexit referendum – but have now reneged for reasons only they know. “Without our own immigration policy, Scotland faces potentially serious damage across the whole economy after Brexit.”