To understand recent anti‐refugee protests in Europe, we examined how different levels of inclusiveness of group identities (national, European, and global) are related to intentions to protest among native Europeans. We focused on the mediating role of autochthony (a belief that the first inhabitants of a territory are more entitled) and the moderating role of threat. Survey data from 11 European countries (N = 1,909) showed that national identification was positively associated with autochthony, and therefore, with the intention to protest against refugees. In contrast, global identification was related to lower protest intentions via lower autochthony. These paths were found only among Europeans who perceived refugees as a threat. European identification was not related to the endorsement of autochthony or to collective action. These findings indicate why and when majority members are willing to participate in collective action against refugees, and underscore the importance of global identification in the acceptance of refugees.