Muslims in Europe are increasingly constructed as problematic and insular. This article examines whether this construction may be justified and the impact this has had on the attitudes of Muslims living in different countries in Europe. Over 70 percent of Bangladeshi, Turkish and Moroccan Muslims living in Britain, Germany and Spain, respectively, felt ‘at home’ in their country of residence. This sense of being at home, and whether the events of 11 September 2001 or 11 March 2004 affected this was associated with citizenship of or birth in Europe, experiences of victimization and perceived local social support. Citizenship, experiences of discrimination and strength of religious identities were associated with reporting British, German or Spanish identities. Rather than providing evidence of self-segregation, these findings emphasize the impact of the political and social marginalization faced by Muslim groups in Europe, which significantly affects their ability to feel themselves at home there.