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While a large body of research demonstrates that perceptions of procedural justice shape police legitimacy judgments, most evidence is derived from cross-sectional data. Additionally, the reverse effect of police legitimacy on procedural justice, suggested by Nagin and Telep (2017), has rarely been examined due to an over-reliance on cross-sectional data in previous studies. To address these gaps, this study examined the reciprocal relationship between procedural justice and police legitimacy over time, employing a cross-lagged panel analysis utilizing three waves of survey data from the Baltimore Longitudinal Study of Community Health and Anti-Social Behavior at Crime Hot Spots. This study found little evidence of the effect of previous perceptions of procedural justice on future perceptions of police legitimacy, while finding some evidence of the reverse effect—albeit inconsistent and not strong—of prior police legitimacy on future procedural justice. The findings suggest that the strong association between these two perceptions found in the literature may stem from an over-reliance on cross-sectional data. In conclusion, we contend that improvements in procedural fairness alone may not be a panacea for long-term improvements in public perceptions of police legitimacy.