The predominant explanation for why income affects redistributive preferences is that people evaluate welfare policies based on their material interest: Lower classes see welfare policies as benefits, while the affluent groups see them as tax burdens. Based on political sociology and socially situated cognition literature, this paper questions that mechanism and argues that socioeconomic positions affect redistributive preferences in part because it affects perceptions about the socioeconomic environment and people’s cognitive patterns of outcome attribution. Lower classes are more affected by the constraints imposed by external conditions, so they tend to attribute outcomes to exogenous forces rather than to individuals’ agency, and they develop a more pessimistic perception about country’s economy and unemployment. Members of high-income groups tend to develop opposite perceptions about the socioeconomic environment and display voluntarist cognitive patterns of outcome attribution (tendency to perceive that agency, effort, and hard work play a major role on individuals’ fate). Those perceptions about the socioeconomic environment, affected by socioeconomic positions, affect redistribution preferences. The empirical analysis is based on a series of structural equations estimated using cross-national data from the European Social and European Value Surveys.