Summary: A refracted Lévy process is a Lévy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted Lévy process is described by the unique strong solution to the stochastic differential equation \[ \mathrm dU_t=-\delta\mathbf 1 _{\{U_t>b\}}\mathrm dt +\mathrm dX_t,\quad t\geq 0, \] where \(X=(X_t, t\geq 0)\) is a Lévy process with law \(\mathbb P\) and \(b, \delta\in\mathbb R\) such that the resulting process \(U\) may visit the half line \((b,\infty)\) with positive probability. In this paper, we consider the case that \(X\) is spectrally negative and establish a number of identities for the following functionals \[ \int\limits_0^\infty\mathbf 1 _{\{U_t<b\}}\mathrm dt,\quad \int\limits_0^{\kappa_c^+}\mathbf 1 _{\{U_t<b\}}\mathrm dt,\quad \int\limits_0^{\kappa^-_a}\mathbf 1 _{\{U_t<b\}}\mathrm dt,\quad \int\limits_0^{\kappa_c^+\wedge\kappa^-_a}\mathbf 1 _{\{U_t<b\}}\mathrm dt, \] where \(\kappa^+_c=\inf\{t\geq 0: U_t> c\}\) and \(\kappa^-_a=\inf\{t\geq 0: U_t< a\}\) for \(a<b<c\). Our identities extend recent results of D. Landriault et al. [Stochastic Processes Appl. 121, No. 11, 2629–2641 (2011; Zbl 1227.60061)] and bear relevance to Parisian-type financial instruments and insurance scenarios.