This paper investigates the thesis according to which the formation of a European electorate which is distinct from national electorates in the European Union member-states translates into an increasing differentiation of the EU party system from national party systems. The main indicators used to test for the existence of an autonomous EU political space are indices of electoral volatility between national and European elections. Data include results of national elections over the last 30 years and European elections from the first election to the European Parliament in 1979 until 2004 for all current member-states. Evidence shows a persistently similar electoral behaviour in the national and European arenas indicating the predominant salience of national issues, parties, and alignments. In interpreting these results in a comparative historical sociology perspective, the paper argues that a “Europeanisation” of electoral politics comparable to its “nationalisation” in the nineteenth and twentieth century is unlikely because of the absence of similar social and political mobilisation processes.