On average, students in Australian non‐government schools consistently outperform their counterparts in government schools on standardised tests of literacy and numeracy. However, when differences across school sectors in student characteristics are taken into account, this performance differential largely disappears. Nevertheless, non‐government schools may have heterogeneous effects; that is, they may benefit particular groups of students. This study investigates the extent of non‐government‐school advantage for specific primary‐school student groups using data from National Assessment Program–Literacy and Numeracy and the Longitudinal Study of Australian Children. We find no evidence that non‐government primary schools have a positive effect on academic outcomes of children, categorised by sex or socioeconomic status.