In a time of polycrisis, internal contestation, and strained transatlantic relations, European identity is timelier and more relevant than ever. Do EU public policies operating in a multilevel governance system contribute to European identity-building, and what can jeopardise the process of identity formation at the level of policy elites? The article adopts a social constructivist and discursive approach and brings to the fore the lacking process of EU socialisation via discursive practices as a key reason leading to failed identity-building. Focusing on EU Cohesion Policy in Wales (UK), Crete (Greece), and Silesia (Poland), the analysis employs primary data and grey literature sources, along with 64 semistructured elite interviews, to show that, despite key differences among the three cases, Cohesion Policy has not contributed significantly to European identity-building among policy elites at different government levels and among the public. This is because the coordinative discourse about EU policies is dominated by ideas about economic goals and practical aspects of policy-making, while the respective communicative discourse is controlled by domestic political elites and the media and is ultimately determined by broader national/regional political cultures about the purpose and limitations of EU membership. Overall, the article contributes to the literature on European identity-building, EU socialisation, and discourse by arguing that the way EU public policies are designed, implemented, and communicated do not favour the achievement of political goals, such as the cultivation of a shared European identity.