This longitudinal study among ethnic migrants from Russia to Finland (N = 127) examined the relationships between anticipated and perceived discrimination, ethnic and national identities, and outgroup attitudes towards the national majority group. The study included one pre-migration and two post-migration assessments. First, associations between the variables studied were tested using a conventional autoregressive sample-level modelling approach. Second, individual trajectories and the associations between the individual-level changes in the variables included in the models were tested. Although there were no sample-level effects over time, there were significant relationships between changes in discrimination and changes in identification and outgroup attitudes at the individual level. The results indicated that changes in perceived discrimination were not reflected in increased ethnic identification. However, participants who perceived higher levels of discrimination after migration than they anticipated before migration were, in the post-migration stage, more likely to disidentify from and to increasingly show negative attitudes towards the national majority group. The study complements previous research by examining the identity and attitudinal reactions to perceived ethnic discrimination starting from the pre-migration stage and highlights the value of incorporating both group and individual perspectives to the research on perceived discrimination. Copyright © 2012 John Wiley & Sons, Ltd.