This study develops and tests three explanations of trust in the European Union. Following the logic of rationality, trust originates from evaluations about the (actual and perceived) performances and procedures of the European Union. Trust within the logic of identity trust depends on citizens’ emotional attachments to the European Union. According to the logic of extrapolation, trust is an extension of national trust and therefore unrelated to the European Union itself. We test these explanations and their interrelations in a multilevel analysis of Eurobarometer 71.3 and conclude that the logic of extrapolation is the strongest predictor of trust in the European Union. Although we also find some evidence to suggest that rational calculus matters, by-and-large, citizens seem to trust or distrust the European Union for reasons that are largely distinct from the Union itself.