Addressing climate change requires coordinated policy responses that incorporate the needs of the most impacted populations. Yet even communities that are greatly concerned about climate change may remain on the sidelines. We examine what stymies some citizens’ mobilization in Kenya, a country with a long history of environmental activism and high vulnerability to climate change. We foreground efficacy—a belief that one’s actions can create change—as a critical link transforming concern into action. However, that link is often missing for marginalized ethnic, socioeconomic, and religious groups. Analyzing interviews, focus groups, and survey data, we find that Muslims express much lower efficacy to address climate change than other religious groups; the gap cannot be explained by differences in science beliefs, issue concern, ethnicity, or demographics. Instead, we attribute it to understandings of marginalization vis-à-vis the Kenyan state—understandings socialized within the local institutions of Muslim communities affected by state repression.