Political parties are essential linkage mechanisms between citizens and the political system. We know less, however, about the question how this mechanism operates. While some authors assume it is sufficient that parties offer citizens ideological options about the way society should be governed, others indicate that parties provide strong ties to the political system by offering stable identities like party membership. In this analysis of the European Social Survey cumulative file (five waves, 2002–2010), we investigate the relation between party membership, closeness to a political party and trust in political institutions. While party membership is declining, its relation with political trust is limited. We do not find any indication that the decline of party membership could have a substantial effect on levels of political trust. Feeling close to a political party is more strongly related to political trust, even controlling for political interest. Results indicate that in most European societies levels of party closeness are stable. We conclude that political parties function as a linkage mechanism between citizens and the state, but that there is no reason to attribute a privileged role to formal party membership, as feeling close to a political party has a stronger linkage effect.