Transnational European identities influence public debates and electoral dynamics across Europe, with sociodemographic factors strongly associated with these identities. Meanwhile, little attention has been paid to how people’s perceptions of a political group’s sociodemographic profile relate to their identification with Europe. I argue that such perceptions, in combination with social identities, are significantly associated with the strength of individuals’ identification with political groups. An individual is more likely to have a robust European identity if they perceive that social groups they like share the same pro-European opinion. In contrast, if they perceive that groups they like align with the anti-European camp, they are likely to have a weaker European identity. By employing novel survey data from Italy and Austria, I find empirical support for my argument. This paper contributes to the debate on the mechanisms that connect social and political identities and explains how cleavages emerge in the mass public.