This paper examines how external threats and uncertainty about U.S. security commitments shape European citizens' preferences over defense integration. We develop a formal model in which individuals trade off security, economic resources, and sovereignty, updating their beliefs about threat intensity and alliance unreliability. The model predicts that cooperation dominates under moderate threat, while full EU centralization becomes attractive when both threat and alliance uncertainty are extreme, and that timing (integrating now versus later) is itself a central political choice. We test these predictions with a 12-country survey experiment that orthogonally varies Russian threat and U.S. unreliability in a 4×4 design and measures support for alternative defense arrangements, from the status quo to a unified EU army. The results will show (1) how belief updating, distinct from underlying tastes, shapes persuadability; (2) why timing preferences structure public responses to crisis; and (3) under which conditions Europeans are willing to bear the short-run costs of integration. The project contributes to research on crisis-driven integration, alliance politics, and public opinion by linking decision-theoretic foundations to experimental evidence on security preferences in the European Union.