We describe hypotheses about how features of urban settings—including location types, sociodemographic composition, and the extent of collective efficacy (CE)—are differentially related to Black and White individuals’ risks of experiencing discrimination while conducting routine activities. These hypotheses are then tested with data from a large, representative sample of caregivers in the Adolescent Health and Development in Context study (2014–2016). We find that Black individuals are twice as likely as White individuals to report experiencing discrimination in their routine activities, and this Black-White gap is further increased among workplaces, grocery stores, and businesses relative to other locations. Additionally, Black and White individuals report similarly increased probabilities of experiencing discrimination at schools. Consistent with an extension of research on “defended neighborhoods,” exposure to higher CE is positively associated with discrimination for Black individuals especially among areas high in socioeconomic status or high in proportion White population. However, for White individuals, exposure to higher CE is negatively associated with discrimination especially among areas low in socioeconomic status or low in proportion White population. This study underscores that measuring social processes at routine activity settings, rather than just in home neighborhoods, is essential for research on everyday well-being. Further, the findings complement calls to invest in the resource capacity of high-poverty and low-proportion White neighborhoods.