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The article examines the role that personal experience with participatory mechanisms plays in the explanation of the perceived efficacy of these instruments. The first part demonstrates that , contrary to most expectations, citizens who have direct experience with these processes have a more negative evaluation of their performance. Where does this frustration effect come from? The second part analyzes three potential explanations of why this pattern emerges: (1) overly high prior expectations; (2) the existence of an underdeveloped institutional participatory context; and (3) the design of participatory mechanisms. We use a public opinion survey representative of the Spanish adult population living in medium sized cities to test these hypotheses. Results show that participants' overly high expectations are not crucial. On the other hand, people who live in more participatory cities and those who participate in individually based mechanisms do not feel the same disappointment with participatory experiences.