Transnational migration flows have revitalised the interest in ethnicity in social sciences. The ethnic boundary approach (Barth, Wimmer) argues for a non-essentialist understanding of ethnicity and calls for detecting the factors that turn migrants into ethnic minorities. Based on ethnographic fieldwork among Dutch police officers between 2008 and 2013, this article presents three factors that together constitute a structural framework that produces events of ethnic boundary construction (salient ethnic identity plus ethnic closure) between migrant and non-migrant officers: (1) ethnicised precarity; (2) ethnic conflicts triggered by the ethnicising discourse in Dutch media and politics on migrants and migration; and (3) the quasi-therapeutic management style applied in the police organisation. It further calls for a differentiated understanding of migrants’ precarity, questions explanations of ethnic closure in terms of stereotypes and critically scrutinises socio-psychological approaches of ethnicity and diversity management.