We use variation in exposure to victimization of 1,537 households of eastern Congo for each year of 1990–2013 to examine the formation of preferences to participate in armed groups. In this context, most armed groups are Congolese militia, whose objective is fighting foreign armed groups. We find that foreign armed group attacks on household members are associated with a larger propensity that individuals join a Congolese militia in subsequent years. The results are consistent with the formation of preferences arising from parochial altruism towards the family to fight foreign perpetrators. Specifically, we find that the effect is driven by the most gruesome of those attacks, by those that take place at a young age, and persists for several years. Consistent with parochial altruism, we find that the effect is largest when the victim is a household member or the village chief, smaller when the victim is another household in the village, and insignificant if the victim is in a nearby village. To examine the external validity of our result, we analyze heterogeneous effects by weakness of the state. We find that the response is concentrated in village-year observations in which state forces are absent. Finally, we show that, to undo this effect, the yearly per capita income outside armed groups would have to permanently increase 18.2-fold. These results suggest that intrinsic preferences are important for armed group participation relative to economic incentives, and emphasize their interaction with state weakness.