This study aims to test stereotype threat theory hypotheses using a pupil survey database from Flemish urban secondary education characterized by a stratified tracking system. We relate these systemic features to stereotype threat effects by adding teacher–pupil relations to our analyses. Our results show that stigmatized groups—ethnic minority pupils in vocational education—experience the most negative teacher–pupil relations. To protect their academic self-concept from stereotype threat, they are also most vulnerable to psychological disengagement, discounting negative teacher feedback, and to disidentification from education. Moreover, teacher–pupil relations play an important role in explaining stereotype threat effects.