A superordinate identity improves intergroup relations and bolsters support for the political system. Yet, why do only some identify superordinately? I argue that personality is an important determinant. I test this using an original survey in the United Kingdom, where European Union integration has increased the salience and feasibility of the "European" identity option in addition to a national one. Several Big Five traits matter: openness and extraversion increase identification with Europe while agreeableness decreases it. Mediation analysis subsequently shows that personality’s effects also travel through the mechanisms of risk aversion, knowledge, and ideology. Results imply that certain predispositions prompt some to be more receptive than others to seeing themselves in superordinate terms and that European identification may be at least partly more primordial than previously thought.