The virtuous cycle argument posits that higher empirical state legitimacy increases effective governance provision, which in turn increases empirical state legitimacy. This paper tests the virtuous cycle for Nigeria with different governance dimensions (security, health, basic subsistence). The argument has so far received only limited attention in quantitative works. Applying multilevel ordered logistic regressions, Afrobarometer data for 2005-2013 forms the empirical background of the study. Thereby this paper is able to contribute empirical evidence to a largely theoretical debate. The results show that support for a virtuous cycle could only be found for health governance. State legitimacy seems to improve basic subsistence governance, but not vice versa. For security, no evidence could be found indicating a virtuous cycle. This calls caution to simplified assumptions about establishing virtuous cycles in Nigeria. Other factors such as democratic procedures and absence of corruption seem to contribute significantly to a virtuous cycle.