The processes involved in well-being maintenance among African Americans who differed in their attributions to prejudice were examined. A rejection–identification model was proposed where stable attributions to prejudice represent rejection by the dominant group. This results in a direct and negative effect on well-being. The model also predicts a positive effect on well-being that is mediated by minority group identification. In other words, the generally negative consequences of perceiving oneself as a victim of racial prejudice can be somewhat alleviated by identification with the minority group. Structural equation analyses provided support for the model and ruled out alternative theoretical possibilities. Perceiving prejudice as pervasive produces effects on well-being that are fundamentally different from those that may arise from an unstable attribution to prejudice for a single negative outcome.(PsycINFO Database Record (c) 2016 APA, all rights reserved)