Contextual effects are long-standing features of public opinion research; yet, few scholars actually demonstrate that citizens’ perceptions are based in objective reality. Using nationally representative survey data merged with contextual information from the US Census, we find that objective measures of the size of the local immigrant population and unemployment rate in respondents’ counties and zip codes strongly predict perceived levels of local immigration and assessments of the health of one’s local job market. The results from our analyses provide scholars with unprecedented evidence that a key perceptual process presumed in various contextual theories of political attitudes and behavior is, in fact, valid.