Background/Context: The sense of belonging to a school is important for students, in terms of various short- and long-term developmental and academic outcomes. The inequities in the sense of school belonging among Asian American and Pacific Islander (AAPI) students may reveal a severe lack of opportunities or serious process gaps for these students. Purpose/Objective: This study investigated the nuances and complexities involved in the sense of school belonging among AAPI students in U.S. high schools, and particularly how such perceptions relate to various demographic characteristics (i.e., ethnicity, gender, socioeconomic status, and immigration status) and their intersectionalities. The study disaggregated this group into subgroups based on their ethnicities, with the aim of challenging the model minority stereotype that generalizes the experiences of AAPI students. Research Design: This study used base-year data of the High School Longitudinal Study of 2009 (HSLS:09) provided by the National Center for Education Statistics (NCES). Linear mixed-effects modeling was used to analyze a nationally representative sample. Multiple statistical interaction terms were used to identify the specific contributions (intersectionality) of AAPI students' converging demographic characteristics. Findings/Results: This study found that the sense of school belonging was stronger for South Asian students and weaker for East Asian students when compared to the overall level, with other demographic characteristics held constant. The intersectionality model using disaggregated data revealed that the convergence of AAPI students' ethnicity and gender creates additional nuances in their sense of school belonging, particularly for Southeast Asian and East Asian students. Conclusions/Recommendations: The findings support the call for more accurate narratives and a deeper understanding of intersectionality among AAPI students. The study suggests to policymakers and school leaders that a universal strategy for encouraging students' sense of school belonging may not effectively address the nuanced intersectional disparities that AAPI students experience. Instead, the intersection of students' ethnicity and gender indicates that responsive strategies that address their unique needs can better promote their perceptions of belonging to their schools.