This study examined the size of differences in self‐reported family, marital, and gender‐role values in five cultural groups in the Netherlands (6338 Dutch mainstreamers and 422 Turkish, 369 Moroccan, 429 Surinamese, and 394 Antillean first‐ and second‐generation immigrants). It was found that the three value scales were neither completely independent, nor could they be merged into a single value scale. The factor structures of all scales were identical for the five cultural groups, implying that the concepts can be compared. Age, sex, and notably education accounted for a substantial part of the cultural differences in all values. Cultural differences were larger for marital and family values than for gender‐role values. Family and marital values yielded the same rank order of mean scores in the five cultural groups: Turks and Moroccans scored the lowest (having the most traditional values), followed by Surinamers, Antilleans, and Dutch mainstreamers. This rank order corresponds with the ethnic hierarchy of cultural groups that is based on the evaluation of ethnic groups by mainstreamers according to their liking of and likeness to ethnic groups. Generational differences were not found for family and gender‐role values but first‐generation immigrants in all groups had more traditional marital values than had second‐generation immigrants. It was concluded that the theoretical framework based on a combination of three Hofstede dimensions (individualism–collectivism, power‐distance, and femininity–masculinity), a model of the hierarchy of the ethnic groups in the Dutch society, and acculturation theory provided an adequate way to address family, marital, and gender‐role value differences in the five cultural groups.