Societal inequality has been found to harm the mental and physical health of its members and undermine overall social cohesion. Here, we tested the hypothesis that economic inequality is associated with a wish for a strong leader in a study involving 28 countries from five continents (Study 1, N = 6,112), a study involving an Australian community sample (Study 2, N = 515), and two experiments (Study 3a, N = 96; Study 3b, N = 296). We found correlational (Studies 1 and 2) and experimental (Studies 3a and 3b) evidence for our prediction that higher inequality enhances the wish for a strong leader. We also found that this relationship is mediated by perceptions of anomie, except in the case of objective inequality in Study 1. This suggests that societal inequality enhances the perception that society is breaking down (anomie) and that a strong leader is needed to restore order (even when that leader is willing to challenge democratic values).