In this article I describe teacher–student feedback as an active process shaped by both the teacher and the student and argue that feedback is influenced by students’ unique experiences and socialisation. Drawing on sociological theories on interaction and communication, I argue that the type and quality of the teacher–student feedback perceived by the student is influenced by the student's background. While many studies have shown that feedback is a key determinant for student learning and achievement, only a few have examined how feedback is perceived by students and if the perception is related to their socioeconomic status (SES). I use data from the Programme for International Student Assessment (PISA) 2012 in a multilevel regression model to examine differences in students’ perceptions of directive and facilitative feedback. The five Nordic countries of Denmark, Finland, Iceland, Norway and Sweden are used as cases. Regarding directive feedback, I find no relationship between this type of feedback and students’ SES. However, the results indicate that students with high SES perceive more facilitative feedback in Denmark, Finland, Iceland and Sweden than students with low SES. These results indicate that students are not given equal opportunities to learn. I argue that this might create inequalities in the Nordic school systems. Implications of the findings are discussed.