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Intersectionality theory has long argued that different dimensions of inequality need to be understood jointly, but school segregation by race, class, or gender continues to be studied in isolation. In this study, we introduce the concept of intersectional segregation and provide a novel way of measuring and visualizing it. The proposed approach allows us to answer important sociological questions such as “What is the relationship between socioeconomic and racial segregation?”, “Is racial segregation higher among working-class or middle-class students?” and “Which intersectional groups are most segregated?”. We then apply this approach to the case of school segregation in Brazil, a country marked by entrenched patterns of socioeconomic and racial inequality. Using unique student-level administrative data from São Paulo, Rio de Janeiro, and Brasília, we show that between-school racial segregation varies across the distribution of socioeconomic status and is much more pronounced among economically privileged groups. Private schools play an important role in this, providing predominantly White elites the option to exit from racially integrated public schools. In doing so, we demonstrate how an intersectional understanding of segregation can help address longstanding sociological questions about the interaction between race and class in the production of unequal outcomes.