The study investigates the risk of bullying for immigrants working in Sweden and resources as possible ways to reduce the risk. Based on self-categorization theory, the concept of nonprototypicality, and conservation of resources theory, we test hypotheses about risks and resources to alleviate the risks. The study is based on a longitudinal probability sample drawn from the whole Swedish workforce (N = 921). Country of birth was taken from the Swedish population register and categorized as either Swedish-born or foreign-born. The results showed a higher risk for immigrants to be exposed to person-related bullying behaviours, typically insulting remarks, and rumours, and to being humiliated, excluded, and ignored. A strong conflict management climate reduces the risk for immigrants to be exposed to bullying. Person-related bullying behaviours become the means to push a target away from the group, creating the perception of prototypical clarity. A strong conflict management climate, together with psychosocial safety, may form a resource caravan where one may strengthen the other. They may be seen as parts of informal systems building up an ethical infrastructure. Creating conditions for a well-developed ethical infrastructure could be a way for organizations to reduce the risk of bullying for all employees, but especially for immigrants.