How to help newcomers feel a greater sense of belonging in society has been the subject of ongoing debate in both policy and scholarly circles. This study posits that immigrant groups’ relatively low sense of belonging in many countries is partly a manifestation of unequal opportunity structure. Thus, the study hypothesizes that public anti-discrimination policies may serve as an effective intervention. Hierarchical linear modelling analyses have been conducted using data for 71,030 adolescents at 3,147 schools in 25 countries. The results show that while there exists a disparity in national belonging as perceived by immigrant and non-immigrant youth, societies with stronger anti-discrimination measures tend to reveal a smaller disparity. Further, hortatory and regulatory policies for anti-discrimination demonstrate a mutually reinforcing interplay, while regulatory policies appear to have a greater direct impact.