A process of market regulation and a system of multi-level governance and several supranational, national and subnational levels of decision making, European integration subscribes to being a multilevel phenomenon. The individual characteristics of citizens, as well as the environment where the integration process takes place, are important. To understand the European integration and its consequences it is important to develop and test multi-level theories that consider individual-level characteristics, as well as the overall context where individuals act and express their characteristics. A central argument of this paper is that support for European integration is influenced by factors operating at different levels. We review and present theories and related research on the use of multilevel analysis in the European area. This paper draws insights on various aspects and consequences of the European integration to take stock of what we know about how and why to use multilevel modeling.