Nearly 15% of all U.S. households and 40% of near‐poor households were food insecure in 2009. The Supplemental Nutrition Assistance Program (SNAP) is the cornerstone of federal food assistance programs and serves as the first line of defense against food‐related hardship. This paper measures the effectiveness of SNAP in reducing food insecurity using an instrumental variables approach to control for selection. Our results suggest that receipt of SNAP benefits reduces the likelihood of being food insecure by roughly 30% and reduces the likelihood of being very food insecure by 20%.