For the longest time, scholars of European Union (EU) politics have suggested that European policy-making leads to Pareto-efficient outcomes. Yet, the refugee and Eurozone crisis have shown that European policy-making creates clear winners and losers and may have made some member states worse off. While winning and losing in terms of policy outcomes at the domestic level is legitimized via direct electoral competition over political leadership, within the EU context this direct electoral link is obfuscated. This project aims to understand the effect of perceived procedural fairness (here understood as the extent of voice) on decision acceptance and legitimacy beliefs within the EU. By combining observational and experimental analyses, we show that increasing procedural fairness mitigates the negative effect of loss on decision acceptance and legitimacy beliefs, and also that individual covariates, such as positional uncertainty or knowledge, moderate this effect. These results have important implications for ongoing debates in EU politics, especially concerning the so-called democratic deficit.