Pavlovian conditioning is a form of associative learning shown to contribute to the development and reduction of clinical anxiety and fear, and more recently, intergroup anxiety and fear. The current review provides a synthesis of the literature on associative learning of fear toward outgroups. Findings are reviewed that outline how fear toward the outgroup, relative to the ingroup, can be preferentially learnt and is resistant to extinction‐based techniques. Novel future research directions for intergroup anxiety are then identified based upon previous research on clinical anxiety. It is proposed that processes known to enhance the extinction of specific phobia should be investigated with social stimuli. Specifically, it is argued that exploring cognitive factors during extinction and conducting extinction in multiple contexts may provide new avenues to pursue intergroup harmony through reduced intergroup anxiety. The review concludes by suggesting innovative research designs are needed to validate an associative learning account of fear toward outgroups outside of experimental settings.