Relational and societal exclusion of immigrants in Western countries fuels negative perceptions of immigrants among non‐migrants. We investigated how relational and societal inclusion in the form of friendship and immigrant integration policies jointly relate to perceptions of immigrants. We conducted a longitudinal multilevel analysis drawing on probability samples of non‐migrants from the Transatlantic Trends Survey (N = 27,513) in nine North American and European countries over 5 years. Extending prior scholarship, we provide longitudinal evidence that more inclusive immigrant integration policies correspond to greater numbers of immigrant friends. Greater friendships with immigrants, in turn, corresponded to more positive perceptions of immigrants. Furthermore, we found that exclusive policies predict negative perceptions of immigrants but only among non‐migrants who have few immigrant friends. Instead, when non‐migrants report more immigrant friends, their perceptions of immigrants are positive regardless of policies. Thus, societal inclusion is related to stronger relational inclusion, but once intergroup friendships are established, societal exclusion is less consequential.