Why do some people resolve disputes through the state, while others use religious or customary justice? We address this question by conducting a vignette experiment in Kosovo. We design hypothetical situations in which fictitious characters are involved in disputes regarding inheritance, debt, domestic violence, and murder. We vary information concerning (i) vignette characters’ resources, (ii) their beliefs about the efficiency of state justice, and (iii) dispute settlement customs in the characters’ communities. Survey respondents assess whether a vignette character is likely to seek informal justice, given the described circumstances. We find that respondents associate informal justice with characters who believe that the state would resolve their disputes very slowly, and whose other community members would not use state justice. These findings generalize to respondents’ own justice preferences and patterns of actual informal dispute settlement in Kosovo and beyond. Our article highlights efficiency concerns and local conventions as explanations of informal justice.