In the last 15 years, the threat of Muslim violent extremists emerging within Western countries has grown. Terrorist organizations based in the Middle East are recruiting Muslims in the United States and Europe via social media. Yet we know little about the factors that would drive Muslim immigrants in a Western country to heed this call and become radicalized, even at the cost of their own lives. Research into the psychology of terrorism suggests that a person’s cultural identity plays a key role in radicalization, so we surveyed 198 Muslims in the United States about their cultural identities and attitudes toward extremism. We found that immigrants who identify with neither their heritage culture nor the culture they are living in feel marginalized and insignificant. Experiences of discrimination make the situation worse and lead to greater support for radicalism, which promises a sense of meaning and life purpose. Such insights could be of use to policymakers engaged in efforts against violent extremism, including terrorism.