A popular explanation for the emergence of right‐wing populism is that perceived threats toward migrants triggered a wave of anti‐migrant sentiment. This kind of insecurity narrative paints ethnocentrism as a reaction to ongoing events rather than an entrenched belief that coexists with related right‐wing ideologies. A mediation model was constructed with an anti‐migrant sentiment as the outcome, a sense of insecurity as the mediator and a composite of right‐wing ideologies as predictors. Study 1 was conducted with 220 Americans and 231 Germans a few months after the Paris terrorist attack. Study 2, a preregistered replication, was conducted two years later on 151 British as well as 183 Spanish participants where both countries saw a recent terrorist attack on their own soil. A replicated finding across the four samples rejected insecurity as a mediator. In all samples, the indirect pathways showed the same weakness—while conservatives were risk averse, their sense of insecurity was not a linchpin to anti‐migrant sentiment. The significant direct pathways confirmed the integrity of the conservative belief system where anti‐migrant sentiment was best explained by related componential beliefs, such as right‐wing authoritarianism, nationalism, and neoliberalism. Concerns about terror threats and migrant crises seem to have been hijacked to sugarcoat the ideological nature of ethnocentrism, at least under the present threat scenarios. Suggestions are made to further examine the insecurity narrative in the future.