With a view to EU democracy, Jürgen Habermas introduced the idea that the relationship between the roles of state citizens and European citizens should be understood as a form of ‘divided sovereignty’. This notion is a constructive solution to theoretical problems resulting from the goal of realizing national and European democracy at the same time, but one might suspect that one of the suggested roles comes more naturally to most citizens. While state citizenship can draw on national identities, EU citizenship appears artificial and constructed, and hence not very attractive. I argue that the contraposition of ‘natural’ vs. ‘artificial’ sovereigns is inadequate. Both parts of divided sovereignty need to be understood in a constructivist sense as they are attributed to legal associations. Much in the same way as the idea of national sovereignty had to be appropriated in learning processes, citizens could grow into the role of EU sovereigns.