I show how intersectionality, the interconnections of social organizations that create interdependent systems of disadvantage, plays a role in individual choice behavior when people use outcomes of others like them to cope with sources of noise in decision making they cannot control for. I analyze how the different dimensions of a social type interact in belief formation and choice behavior at the individual and aggregate level, and show how an intersectional lens sheds light on inequalities and patterns in aggregate choice behavior that are not visible with a one-dimensional lens. Finally, I illustrate how these insights could help explain the pitfalls we encounter in the evaluation of one-dimensional policy measures targeting the underrepresentation of social groups, and guide us in developing potentially more effective multidimensional approaches.