Most studies on European solidarity (‘bonding’) during COVID‐19 lack a baseline comparison with outside states. We, therefore, cannot say whether European solidarity is universal or geared towards European Union (EU) insiders (‘bounding’). We thus ask whether European solidarity is ‘bounded’, that is, whether it relies on differentiation between European insiders and outsiders. We argue that if existent, bounded solidarity constitutes a long‐term and thick basis for institutional building. To explore this ‘bonding–bounding’ dynamic, we use a vignette experiment embedded into an original survey collected in eight European countries (n ∼ 8900), covering all European regions. Our design varies the countries receiving solidarity, and the channels (EU level vs. member state level), policy domains (health vs. economy) and instruments (loans, grants, medical equipment, vaccines) through which solidarity is provided. Regarding bounding, we find that most countries are more solidaristic with EU countries than an outsider, baseline state (Peru), Italy excepted. There is, nonetheless, a strong heterogeneity between countries: France, Germany, the Netherlands and Sweden mostly want to help themselves and Southern member states, but not Central Eastern European member states, which we show is due to their perceived obstructionism related to the Rule of Law debate. Concerning the nature of solidarity, we find that most respondents prefer solidarity to be channelled through the EU and loans, with evidence suggesting a freeriding mechanism behind this preference. All in all, our results indicate that EU citizens form a distinct community of solidarity which, in line with a Rokkanian understanding of polity formation, plays a key role in political development and consolidation.