In order to best serve clients and be effective “social change agents,” social workers must unpack their own privilege, learn about injustice, and work to dismantle interconnected systems of oppression. One way to do so is through engagement in social activism. This cross-sectional study examined intersectional demographic identities and knowledge of racial and heterosexual privilege as related to participation in political and social activism among a sample of 310 MSW students. Knowledge of heterosexual privilege was positively associated with engagement in political and social activism. People who identified as bisexual, gay, lesbian, or queer, as well as macro-focused students, reported significantly more activism engagement. A statistically significant difference was found in activism according to an intersectional race and gender variable and a race and sexual orientation variable as well. The study highlights the importance of including a critical approach to social work education that centers discussions about systems of power as oppressive forces that impact marginalized people and communities. MSW curricula must encourage engagement in advocacy and understanding of privilege for clinical and macro students alike.