The central focus of this study is the perceived frequency and consequences of ethnic microaggressions. Research in this area of adolescent literature on ethnic discrimination is underdeveloped. Evidence showing that microaggressions are not interchangeable with blatant forms of discrimination and can have a severe negative impact on well-being is scarce. This study focuses on (a) three subdimensions of microaggressions (denial of ethnic reality, emphasis on differences, and negative treatment, (b) differences in frequency based on Muslim affiliation, country of origin, and generational status, (c) the relationship of microaggressions with self-esteem and sense of academic futility, and (d) the protective role of teachers. We use a dataset of 2,763 students of immigrant descent from 64 Belgian secondary schools. The results show that a denial of ethnic reality and negative treatment are related to less self-esteem and more academic futility. The opposite is true for emphasis on differences.