Islamophobic sentiments in the Western world have gained scientific attention, particularly after the terrorist attacks of September 11, 2001. However, the effects of religious stigma on Muslim minorities' identity formation have rarely been studied. Using structural equation modeling, this cross-sectional study examined direct and indirect effects of different forms of religious stigma on the national affiliation of 210 Norwegian-Pakistani and 216 German-Turkish Muslims. Furthermore, the study examined the mediator role of religious identity. Our results suggest that being a Muslim in Norway is more reconcilable with affiliating with the nation than being a Muslim in Germany. However, across the samples, the results indicated that various forms of religious stigma affected Muslims' national identity and engagement in the public and private sphere in distinct ways. These effects were both positive and negative, differed between the two samples, and in Germany, were mediated by the participants' religious identity. The findings indicated that the ways in which religious stigma influences Muslims' national affiliation is context and culture bound. This record was migrated from the OpenDepot repository service in June, 2017 before shutting down.