Researchers know little about how people develop a European identity. So far, evidence reveals a socio-demographic divide. People with higher levels of education and higher incomes tend to feel more European than their counterparts. Traditional theories explained the sorting of socio-demographic groups into political camps by pointing at the groups' different material interests or values. I argue that the sorting of social groups into identities itself serves as a cue: people take the socio-demographic profile of a political camp into account to make decisions about which camp to join and how much to identify with a political camp. More specifically, I assume that an individual is more likely to adopt a stronger European identity if she perceives that other social groups she likes have a more pro-European opinion. In contrast, if she perceives that groups she likes sort into the anti-European camp, she will be more likely to have a less strong developed European identity. To test this claim I have collected novel survey data from Austria and Italy. My findings support my theoretical claims across countries. This paper contributes to the literature on how issues and not only parties become polarized.