There is a well-established relationship between corruption perception and trust. However, the direction of causality is still an intensively discussed topic. This paper investigates relationships among corruption experience, perception and their impact on institutional trust. The main contribution of the paper is that it addresses the mutual causality issue between corruption perception and trust by structural equation modelling. This research uses the Eurobarometer data with a special module on corruption, which allowed this study to distinguish between corruption experience and the perception of it. Another novelty of this paper is that it narrows the conceptualisation of trust down to trust in the government institutions’ anti-corruption fight. This dimension of trust has not been investigated before. Our findings suggest that the causal influence runs from the trust to corruption perception and not vice versa. Additionally, the analysis shows that the impact of corruption experience on the anti-corruption trust varies across countries with different cultural background.