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Privilege is widely understood by sociologists as a set of advantages produced through social relations, conferred based on group membership relative to others in a hierarchical society. Understandably, much of the existing research on the sociology of privilege focuses on critically examining the benefits of privilege, and how those benefits are produced, maintained, legitimized, and obscured over time (e.g., Burris 2004; Khan 2011; Bridges and Pascoe 2014; Calarco 2014; Pfaffendorf 2017). A smaller body of gender research (e.g., Schwalbe 1996; Messner 1997) illustrates some of the disadvantages of occupying an advantaged position, often described as the “costs” of privilege. However, this theorization too often positions the disadvantages of privilege as a reductive set of trade-offs, interpreting negative circumstances as an unintentional consequence—rather than a function—of privilege. In this paper, I bring together sociological literature in gender, class, race, and sexuality (with a primary focus on gender and class) to extend Raewyn Connell’s ([1995] 2005:248) underutilized concept of the “conditions” of privilege, which I develop as a framework to understand how disadvantages are structurally tied to privilege’s benefits. Through the conditions of privilege, I argue that advantaged groups experience disadvantage not in spite of their privilege but because of it. Further, I demonstrate how the power of privilege endures because privileged groups work to achieve and maintain it at all costs, including at the expense of their own overall well-being.