Residents of deprived urban neighbourhoods with a changing population often experience an increase in insecurity. If they judge the change as decline, they are likely to become less satisfied with their residential situation and exhibit coping tactics. This paper combines Hirschman’s Exit, Voice and Loyalty theory with insights on personal and collective efficacy drawn mainly from the work of Bandura and Sampson in order to describe and interpret three coping tactics: (partly) withdraw, accept and adapt, and show voice. Neighbourhood loyalty can partly explain why residents choose a particular tactic. This loyalty relates to residents’ place attachment and local social ties, but can sometimes be more or less forced when it results from of a lack of possibilities to move away. Those who cannot or do not want to move tend to exit by withdrawing from places or people in the neighbourhood. Their coping tactics contribute to feelings of personal efficacy but might harm collective efficacy. Exit-based tactics are often accompanied by a high degree of distrust towards other residents and/or local formal institutions. The more residents deploy exit-based coping tactics and the higher the degree of distrust among residents, the higher the pressure on collective efficacy and social control mechanisms in the neighbourhood.