This article explores how religious identity shapes experiences of discrimination in Northwestern Europe, introducing the concept of "parallel interaction" to move beyond majority–minority binaries. Using data from 5,294 respondents in Denmark, the Netherlands, Norway, and the UK, it draws on social identity theory, integrated threat theory, and critical religious studies. The findings reveal that despite varying experiences, religious groups often respond similarly to discrimination, suggesting that religious identity functions both as a lens for interpreting exclusion and as a coping mechanism. Secular individuals, however, show distinct patterns. By examining how religious identity operates even in secular contexts, the article challenges conventional assumptions and offers new insights for policy and academic debates on religious diversity, social inclusion, and identity in pluralistic societies.