Conventional thinking suggests that autocrats need enemies and thus have incentives to create them. Russia's Vladimir Putin is often thought to reap domestic legitimacy from belligerence. We examine multiple public opinion datasets collected in Russia that span Putin's presidency to confirm that he gains popularity from a sense of Western threat. But findings indicate that until 2021, these gains came primarily from a carefully cultivated domestic reputation for responding to threats with moderation instead of bellicosity. Our survey experiment further suggests that Putin wins as much support when he is prudent and cooperative as when he is hostile and aggressive. These findings add to evidence that Russia's full-scale 2022 invasion of Ukraine was not a war of domestic political necessity. They also help explain why Putin felt that he had to promote the invasion at home as a careful, limited, defensive act rather than something glorious for which the Russian population should fully mobilize. Even the most aggressive autocrats may still cater to public preferences for moderate foreign policy.