Previous scholarship suggests that subjective intergenerational mobility plays a more important role than objective intergenerational mobility in affecting attitudes towards social justice, inequality and redistribution. However, virtually no studies attempt to link individuals’ perception of experiencing intergenerational mobility and their support for different welfare state programmes. Using data from nationally representative and comparative surveys for 33 Western European mature democracies and post-socialist transition societies, I find that subjective intergenerational mobility is systematically associated with support for certain welfare state programmes. Individuals who perceive themselves being downwardly mobile are less likely to support education and healthcare expenditures and more likely to prefer targeted assistance of the poor; while individuals who perceive themselves being upwardly mobile tend to oppose extra spending on housing and on old-age pensions. The reported associations appear to be stronger in post-socialist societies than in mature Western democracies.