In this paper we would like to stress that, besides two commonly discussed conditions inducing violation of Bell’s inequality—nonlocality and death of realism—there is the third condition having the same consequence. This is the condition of probabilistic incompatibility (PI) of random variables—impossibility to realize them on a single probability space—“non‐Kolmogorovness.” This additional source of violation of Bell’s inequality should be taken into account. We remark that PI can be a consequence of nonlocality or impossibility to use the realistic model. However, PI is essentially more general condition. Random variables can be of the PI‐type even in absence of nonolocal effects.