In this article, we analyse the relationship between integration policies and perceived intergroup threat across European countries. By distinguishing between several strands of integration policies and forms of threat (economic vs cultural), we attempt to shed more light on the mechanisms underlying the policy-threat nexus. We combine data from The European Values Study of 2008 and the Migration Integration Policy Index of 2007, resulting in a sample of 29,844 native residents in 27 countries, on which we apply multilevel analysis. The outcomes of the analysis reveal that respondents living in a country with more-inclusive integration policies – more specifically, policies aimed at labour market access and political participation – display lower perceptions of economic threat. By contrast, integration policies are not significantly associated with perceptions of cultural threat.