Philosophers have started to theorize the concept of ‘affective injustice’ to make sense of certain ways in which people’s affective lives are significantly marked by injustice. This new research has offered important insights into people’s lived experiences under oppression. But it is not immediately clear how the concept ‘affective injustice’ picks out something different from the closely related phenomenon of ‘psychological oppression.’ This paper considers the question of why we might need new theories of affective injustice in light of the well-established cross-disciplinary literature on psychological oppression. I suggest that, whereas psychological oppression is found in the hearts and minds of people who are oppressed, affective injustice is most fruitfully understood as a structural phenomenon. It operates primarily outside of us: in affective norms, practices, and relationships that are embedded in social conditions of injustice. The account I offer is tentative and incomplete. But my hope is that it will help show how theorizing affective injustice has the potential to enrich existing theories of justice and theories of psychological oppression.