This paper studies the determinants of the imbalance between country and European identity. While the two sentiments are positively correlated, recent empirical evidence showed the emergence, in the last years, of an increasing imbalance in favour of the identification with individuals’ country of residence. In the political arena, this phenomenon is accompanied by the increasing support to nationalisms and Eurosceptic parties almost everywhere in the EU. It is therefore interesting to understand what are the individual and contextual factors associated to this identity imbalance. The assumption tested in this paper is that the unequal distribution (among individuals and regions) of the benefits from EU integration is the main determinant of the emerging antagonism between European and national identity. Empirical results support this hypothesis. Individuals with lower education and income, and those living in the lagging-behind regions of the EU are more likely than the others to identify more with their own country than with Europe.