--- - |2+ Objective The association between economic inequality and protest participation has attracted much scholarly attention, and yet empirical tests of this association remain unsatisfactory. Methods Applying a multilevel model to the eight‐wave repeated cross‐sectional data set from the European Social Survey, analyses presented in this article distinguish between cross‐national and longitudinal differences in economic inequality to investigate their effects on protest participation. Results Most of the observed effect of economic inequality on participation is due to between‐country differences rather than within‐country changes in inequality. Conclusion The results do not support theories according to which protest participation is causally related to economic inequality. - 'Social Science Quarterly, EarlyView. '