Abstract While a growing number of studies have been conducted on European identification, very few of them have examined how children form their sense of European identity. This article investigates the impact of individual- and school-level characteristics on children's formation of a European identity. Multi-level analyses of data from 2,845 pupils (aged 10–14) in 68 Belgian primary schools revealed that family socio-economic status (SES), ethnicity, gender and the school's SES make-up influence the extent to which children identify as European; age, religion and school sector do not. The study clarifies the importance of examining how children form their European identity.