In two quasi‐experimental vignette studies, we have analysed how societal threat to safety moderates the relation between right‐wing authoritarianism (RWA) and psychological distress. In Study 1 (Italian community sample, N = 343) we focused on depressive symptoms (measured with the Center for Epidemiologic Studies Depression Scale and the General Health Questionnaire). Two moderated regressions showed that the relation between RWA and both measures of depressive symptoms was positive and significant only among people exposed to a socially threatening scenario. In Study 2 (Italian student sample, N = 219) we focused on state anxiety, and replicated Study 1's results. The findings indicated that, in conditions of societal threat to safety, RWA is a risk factor for psychological distress. Strengths, limitations and possible developments of this research are discussed.