Studies of individual and group-level sources of prejudice have contributed to today’s greater understanding of the emergence of prejudice and discriminatory attitudes towards immigrants. Yet, scholars have claimed that future research should investigate institutional and socio-political macro-level factors affecting individuals’ attitudes towards outsiders (Ceobanu and Escandell in Ann Rev Sociol 36:309–328, 2010). To contribute to filling this knowledge gap, this article goes across levels of analysis and theories to provide insights about group-level sources influencing attitudes towards immigrants. These sources are taken into account as both institutional and social factors involved in processes of national identity constructions. To this purpose, this work combines Blumer’s perspective (Pac Sociol Rev 1:3–7, 1958) with both the distinction Weber (Wirtschaft und Gesellschaft. Tübingen, Mohr, 1922) made between open and closed social relationships and some other theoretical contributions that emerged in the field. The findings of a multilevel analysis confirm that, whereby inclusive socio-political factors are involved in the processes of countries’ identity constructions, individuals show more positive attitudes towards immigrants. In addition, in inclusive countries, a society’s high regard for its own traditions and customs influences individual members to appreciate other cultures and show positive dispositions towards outsiders.