This research analyses the mediational role of threat perception in the relationship between prejudice and discrimination (opposition to immigration and opposition to naturalization of immigrants). In the first study, using representative samples in 21 European countries (N = 36 566) from European Social Survey (2002), we showed that the relationship between prejudice and opposition to immigration was more strongly mediated by realistic than by symbolic threat perceptions. In Study 2, using representative samples in two countries with different traditions of immigration (Switzerland, N = 940; Portugal, N = 1514), we showed that realistic threat more strongly mediated the relationship between prejudice and opposition to immigration, while only symbolic threat perception mediated the link between prejudice and opposition to naturalization. The theoretical implications of considering threat perceptions as factors that legitimize discrimination are discussed. Copyright © 2009 John Wiley & Sons, Ltd.