The identity‐to‐politics link assumes that individuals who share a certain demographic feature also share common political pursuits. This article critically examines that presumed relationship by analyzing how voting probability is affected by social identification in combination with other elements—namely, perception of shared grievances and group resources. Tallying responses from Muslim immigrants in Belgium, Germany, Switzerland, and the United Kingdom via surveys conducted for the European research project EURISLAM, this study supports the assumption that social identification affects voting in specific circumstances. The results show that identifying with the origin country decreases voting probability among Muslim immigrants in Europe. Another finding was the context‐specific effect of social identification. That is, origin‐country identification's effect is contingent on an individual's perception of shared grievances and national identification; and origin country and religious identifications' effects are contingent on an individual's perception of shared grievances, national identification, and group differences.