Indirect rule is one of the means that central authorities have long employed in hopes of defusing communal conflict and civil war in multicultural societies. Yet very little is known about the appeal of indirect rule among the ruled themselves. Why do people in some places demand more indirect rule and local autonomy, whereas others seem content to be governed directly by rulers of an alien culture? This is a crucial question with important implications for determining the form of governance that is most likely to provide social order in culturally heterogeneous societies. Although much attention has been given to consider the relative costs and benefits of direct versus indirect rule for the central authorities, the other side of the coin - namely, the variable demand for indirect rule among the members of distinctive cultural groups - has hardly been examined with systematic empirical data. This paper presents a theory of the differential demand for indirect rule and offers an initial test of its principal empirical implications using original micro-level data from the North Caucasus region of Russia. The theory's core claim is that the middle class should express the greatest demand for indirect rule, while both the upper and lower classes should prefer more direct rule. The theory therefore predicts that there will be an inverse parabolic relationship between the demand for indirect rule and economic class. The findings are largely consistent with these theoretical expectations.