A unique security situation in Israel allowed for a natural experiment. Using survey data and a multivariate regression approach, the authors compare the importance of procedural justice and police performance in Sderot, an Israeli town facing immediate security threats, with other Israeli communities that did not suffer from specific security threats at the time. As expected, assessments of police performance did increase in importance for the public under threat. At the same time and contrary to the authors' hypothesis, evaluations of procedural justice did not decline in importance, and, what is more, procedural justice remained the primary antecedent of police legitimacy in both conditions. There does not seem to be a zero-sum game between police performance and procedural justice in predicting police legitimacy. Moreover, procedural justice is consistently the primary antecedent of police legitimacy, even when the public is faced with the stressful situation of immediate security threats. The authors encourage future research to replicate their analysis in different settings and particularly under different conditions of security threats. Abstract published by arrangement with Sage Journals.