Theories of intersectionality argue that individuals with multiple minority statuses often face mistreatment that stems from multiple, interlocking systems of inequality. King (1988) refers to this phenomenon as “multiple jeopardy,” and argues that those who experience multiple jeopardy often develop a “multiple consciousness”—an awareness of multiple systems of inequality working with and through one another. This study analyzes recent survey data to assess perceived multiple jeopardy and its relationship to multiple consciousness in the context of contemporary Western Europe. Findings provide support for intersectionality, as individuals who hold multiple minority statuses are more likely than others to perceive having personally experienced multiple forms of discrimination, and are more likely to view multiple discrimination (discrimination based on multiple social statuses) as a widespread social phenomenon. Controlling for other factors, personal experiences with multiple forms of discrimination (“multiple jeopardy”) are associated with greater multiple consciousness. Personal experiences with discrimination based on a single dimension of inequality (“single jeopardy”) also facilitate multiple consciousness, however, though not to the same degree. The conclusion highlights the importance of intersectionality for future research and policy concerning discrimination.