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Two studies (a) explored the role of pervasiveness of discrimination (pervasive vs. rare) in determining targets' responses to discrimination, and (b) examined the extent to which threats to participants' worldview can account, in part, for detrimental effects of pervasive discrimination. As predicted, across both studies, pervasiveness of discrimination moderated the relationship between attributions to prejudice for failure to obtain a job and psychological well-being (depressed affect and state self-esteem). When discrimination was presented as pervasive, attributions to prejudice related to lower state self-esteem and greater depressed affect. When discrimination was portrayed as rare, attributions to prejudice were related to higher state self-esteem and unrelated to depressed affect. Study 2 further showed that being able to affirm the world as just countered the negative consequences of pervasive discrimination, whereas it did not influence responses to discrimination that was perceived as rare.