The paper seeks to analyse whether citizens' utilitarian expectations towards the European level can explain variations in European identity. Based on Lipset (1960) it is argued that a political system that is expected to be efficient can gain identity. Identity is believed to encompass different dimensions of which efficiency is one. As such it is possible to use utilitarian reasoning to observe affective (identity) variations. As utilitarian expectations we use citizens' policy preferences. We observe whether they favour a national handling of the policy or whether they prefer the EU to be the main policy actor. The results of factor and multinominal logit analyses confirm the existence of a ‘utilitarian identity’ at the European level indicating that the development of a European identity is closely connected to the EU's ability to deliver policy outputs according to citizens' expectations.