What drives the behaviour of Members of the European Parliament (MEPs) in legislative oversight? In this article, we explore the interplay between the ideology and nationality of MEPs in policy fields where the two dimensions are likely to come into conflict. Focusing on EU socio‐economic governance, we collect an original dataset of parliamentary questions asked during the Economic Dialogues with the European Commission (2012–2019). By means of content analysis, we detect variation in MEPs' preferences relating to two dimensions central to this field, that is, economic effectiveness and social inequality. We argue that the variation in MEPs' concerns can be explained to different degrees by their ideology and nationality. We find that ideology plays a highly significant role in shaping the type of questions posed in legislative oversight; however, the nationality of MEPs is also an important driver of behaviour, especially when a member state is disproportionately affected by EU measures.