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Citizens’ perceptions of the incidence of crime and violence have been primarily studied in the context of the U.S. and Western Europe, where crime rates have fallen markedly but many citizens perceive crime to be on the rise. Despite the unprecedented rise in drug-related violence that has affected Latin America —and Mexico in particular— perceptual biases with respect to crime and violence remain understudied. Citizens’ misperceptions of public security, as well as cognitions that normalize violence, can create obstacles to hold politicians accountable and contribute to perpetuating violence and criminality. In this paper, we seek to unpack these misperceptions. First, we argue that individuals residing in areas with low crime rates that are geographically distant from high-crime areas are likely to remain detached from what they perceive as a “bounded violence” phenomenon, thus evaluating public security in a more positive light. Second, individuals residing in areas exposed to high levels of violence tend to normalize violence to the point that they perceive the phenomenon of increasing crime and violence with indifference. Finally, we argue that a third group of individuals, those residing in areas where crime and violence are not embedded or normalized in society but who are geographically proximate to high-crime areas, are more likely to assess crime and violence trends in a pessimistic manner. We test these hypotheses using an original survey of 3,000 respondents across urban Mexico and a series of victimization surveys and official crime rates. Using this data, we rely on new methods to approximate more accurate crime rates. This allows us to then measure the gap between perceived and actual violence and precisely test our hypotheses.