We demonstrate that citizens perceive a duty to support policies that benefit their nation, even when they themselves judge that the consequences of the policies will be worse on the whole, taking outsiders into account. In terms of actions, subjects think they would do their perceived duty rather than violate it for the sake of better consequences. The discrepancy between duty and judged consequences does not seem to result from self-interest alone. When asked for reasons, many subjects felt an obligation to help their fellow citizens before others, and they also thought that they owed something to their nation, in return for what it did for them. The obligation to help fellow citizens was the strongest predictor of perceived duty. In an experiment with Israeli and Palestinian students, group membership affected both perceived overall consequences and duty, but the effect of group on perceived consequences did not account for the effect on perceived duty. Copyright © 2011 John Wiley & Sons, Ltd.