Multidimensional peacekeeping has drawn the United Nations (UN) into state-building, and missions have taken on significant responsibilities for good governance. Since it aims at transforming states from fragile post-conflict situations into inclusive, well-governed societies, multidimensional peacekeeping is more complex and arguably also more contentious than traditional peacekeeping. Multidimensional peacekeeping affects the balance of power between the government and rebels and provides them with opportunities for rent-seeking. Although the potential gains are obvious, the process is bound to lead to uncertainty and controversy. Whereas the international community mainly appreciates the opportunity of comprehensive peacekeeping to create value, local actors may be more concerned with opportunities for claiming value. What will be the responses of local actors to peacekeeping given the likely impact on the distribution of power between rebels and governments and their uneven opportunities to benefit from collaborating? Using event data for post-Cold War UN peacekeeping missions in Africa, the analysis considers when peacekeeping elicits cooperation rather than conflict, focusing on (a) the authorities involved in the event, (b) the policies implemented, and (c) the role of the peacekeepers. Key findings are that government authorities are more likely to respond cooperatively to peacekeeping actions, while rebels are more likely to respond with hostility. Both the government and rebels are unlikely to contest policies that aim to strengthen state capacity, while both are more likely to contest human rights policies. Finally, rebels tend to respond more cooperatively when peacekeepers have a mainly supportive role.