Whereas previous research has studied the relation of either (i) personality with prejudice, (ii) personality with social dominance orientation (SDO) and right‐wing authoritarianism (RWA), or (iii) SDO and RWA with prejudice, the present research integrates all approaches within the same model. In our study (N = 183), various causal models of the relationships among the Big Five, SDO, RWA, and Generalized Prejudice are proposed and tested. Generalized Prejudice scores were obtained from a factor analysis of the scores on various prejudice instruments (racism, sexism, prejudice toward homosexuals, and mentally disabled people), which yielded a one‐factor solution. The best‐fitting causal model, which was our suggested hypothetical model, showed that Big Five personality had no direct effect on Generalized Prejudice but an indirect effect transmitted through RWA and SDO, where RWA seems to capture personality aspects to a greater extent than SDO. Specifically, Generalized Prejudice was affected indirectly by Extraversion, Openness to Experience, and Conscientiousness through RWA, and by Agreeableness through SDO, whereas Neuroticism had no effect at all. The results are discussed against the background of previous research and the personality and social psychology approaches to the study of prejudice. Copyright © 2004 John Wiley & Sons, Ltd.