Encounters with the criminal justice system shape people’s perceptions of the legitimacy of legal authorities, and the dominant explanatory framework for this relationship revolves around the idea that procedurally just practice increases people’s positive connections to justice institutions. But there have been few assessments of the idea—central to procedural justice theory—that social identity acts as an important social-psychological bridge in this process. Our contribution in this paper is to examine the empirical links between procedural justice, social identity and legitimacy in the context of policing in Australia. A representative two-wave panel survey of Australians suggests that social identity does mediate the association between procedural justice and perceptions of legitimacy. It seems that when people feel fairly treated by police, their sense of identification with the superordinate group the police represent is enhanced, strengthening police legitimacy as a result. By contrast, unfair treatment signals to people that they do not belong, undermining both identification and police legitimacy.