Using a multilevel, longitudinal model, we tested the mugging thesis, which states that ‘a conservative is a liberal who has been mugged’, in a national sample of Italians (N = 457, nested in 54 counties) surveyed four times between October 2002 and January 2007. We predicted participants' increase in conservatism as a function of the cross‐level interactions between criminal victimisation on the one hand and the unemployment and the crime rates for their areas of residence on the other. Conservatism increased among victimised participants living in areas characterised by high unemployment rates, but not among those living in areas with low unemployment rates. The cross‐level interaction between victimisation and crime rate did not influence our dependent variable. The strengths, implications and limitations of this research are discussed. Copyright © 2013 John Wiley & Sons, Ltd.