In this article, we investigate the relationship between different learning methods and the formation of European identity among adolescents. The analysis is based on the European module of the International Civic and Citizenship Education Study (2009), with 70,502 respondents in 21 European member states. The results show that offering opportunities for cognitive learning is more strongly related to European identity than social learning opportunities, i.e. opportunities for interactions with citizens from other European Union member states. The occurrence of an interaction effect between cognitive and social learning strategies, however, suggests that jointly offering both learning strategies can be considered the most effective tool for the formation of a European identity. The multilevel analysis reveals the impact of a more Eurosceptic climate on the country level, suggesting that living in a Eurosceptic member state is related to a weaker European identity among adolescents. We close with some observations on how curricula can contribute to a strengthening of European identity.