Islamist extremism is often explained by the suffering endured by Muslims in Islamic countries as a result of Western‐led wars. However, many terrorist attacks have been carried out by European Muslims with no personal experiences of war. Across two studies among Danish Muslims, we tested if what we call “victimization‐by‐proxy processes” motivate behavioral intentions to commit acts of violence. We used Muslim identification, perceived injustice of Western foreign policies, and group‐based anger to predict violent and nonviolent behavioral intentions. More importantly, we compared path models of Danish Muslims from conflict zones with those without direct personal experience of Western‐led occupation. We found similar effects among the participants in each category, that is, vicarious psychological responses mimicked those of personally experienced adversity. In fact, participants born in Western Europe were, on average, more strongly identified with Muslims, more likely to perceive Western foreign policy as more unjust, reported greater group‐based anger, and were more inclined to help Muslims both by nonviolent and violent means.