This study sheds new light on the relative impact of switching between languages and switching between cultures on Executive Functions (EFs) in bilinguals. Several studies have suggested that bilingualism has a measurable impact on executive functioning, presumably due to bilinguals' constant practice in dealing with two languages, or two cultures. Yet, the evidence on the relative contribution of culture and bilingualism to EFs is not well understood, because disentangling language, culture and immigration status is very difficult. The novelty of our approach was to keep the language pair and immigration status constant, whilst the cultural identity of participants was systematically varied, and measured at the individual level (not just at group level). Two groups of Turkish-English bilinguals, all adult immigrants to the United Kingdom, took part in the study, but one group (n = 29) originated from mainland Turkey and the other (n = 28) from Cyprus. We found that the bilinguals experienced smaller Conflict Effects on a Flanker task measuring inhibition, by comparison with monolingual British participants (n = 30). The key variable explaining EF performance variance at the individual level turned out to be bilinguals' Multicultural Identity Style. In particular those who indicated that they attempted to alternate between different British and Turkish (Cypriot) identity styles were found to have shorter RTs on incongruent trials of the Flanker task. The two multicultural identity variables, Alternating and Hybrid Identity Styles, together explained 32% in RTs over and above Education, Working Memory and Nonverbal reasoning (overall explained variance 49%). Thus, the data provide strong evidence for the impact of culture on EFs. We suggest that, as a result of their daily practice in recognizing cultural cues which highlight the need to switch to a different cultural frame, multicultural bilinguals develop a heightened context-sensitivity, and this gives them an advantage over monolinguals in a Flankers task. Our approach, which draws on models from cross-cultural psychology, bilingualism and executive functioning, illustrates the importance of theory building in which sociolinguistic and cultural variables are integrated into models of EFs.