Despite widely‐reported ethnicity disparities in pay and occupational attainment, little is known about how different ethnic groups fare in job control—a crucial component of job quality with significant implications for well‐being and health. Drawing on two large‐scale representative datasets in the United Kingdom (1992–2022), we find that workers from all Black, Asian, and Minority Ethnic (BAME) groups conditionally report significantly lower job control than their White British counterparts, although heterogeneity exists depending on the BAME group in question. Ethnicity penalties are also most pronounced for foreign‐born workers. Despite a slow trend towards convergence, ethnicity disparities have remained significant over the last three decades. We further show that disparities are largely unexplained by compositional factors such as pay and occupation, demonstrating ethnicity penalties in job control. By linking ethnicity to job control, this study contributes to the growing research on BAME workers in the labour market, as well as the literatures on job quality and multisegmented labour markets.