This article examines patterns in individual attachments towards the nation‐state in multiethnic countries. Specifically, we examine the effect of between‐ethnic‐group political and economic inequality on these attachments. Pairing attitudinal data from the sixth and most recent wave of the World Values Survey, administered between 2010 and 2012, with ethnicity measures from the Ethnic Power Relations dataset, we show that between‐ethnic‐group political inequality significantly weakens national pride and identity, but between‐ethnic‐group economic inequality does not have a similar effect. Our findings provide robust support for the view that ethnic‐group separatism in divided societies is motivated, not by the quest for economic power, but by considerations of lost status and dignity that can only be recovered through ownership in state institutions. Hence, the binding constraint on national integration in these settings is political, not economic, inequality.