Using three diverse European surveys, we test the relationship between relative deprivation (RD) and anti-immigrant prejudice. We find that both group relative deprivation (GRD) and individual relative deprivation (IRD) are found primarily among working-class respondents who are politically alienated. We also find that GRD, but not IRD, serves as a proximal correlate of prejudice. IRD's effects on prejudice are largely mediated through GRD. In addition, GRD partially mediates the effects of such distal predictors of prejudice as education and family income. Finally, blaming the victim mediates in part the GRD link with prejudice. These results lead to a socially situated path model of RD's effects on prejudice with public policy implications.