Although online hate has become a phenomenon in online interaction, we do not know how the quality of online social relations is linked to the risk of being a target of hostile behavior online. In this article, we examine how cognitive social capital online (i.e., trust and sense of belonging) is associated with the risk of being a victim of online hate by utilizing cross‐national data collected in 2013–14 among American (n = 1,033), British (n = 999), German (n = 978), and Finnish (n = 555) adolescents and young adults (aged 15–30). We find online cognitive social capital to be associated with online hate victimization in all samples, even after controlling for social capital offline, size of offline and online social networks, social networking site activity, offline victimization experiences, age, and gender. The form of this relationship varied between our samples; in the American and German samples we found a linear relationship between online cognitive social capital and online hate victimization, whereas in the British and Finnish samples, we found a more complex association. However, in general, high cognitive social capital was related to a heightened risk of becoming a victim of online hate.