Societies are experiencing deep and intertwined structural changes that may unsettle perceptions European citizens have of their economic and employment security. In turn, such perceptions likely alter people’s political positions. For instance, those worried by labour market competition may prefer greater social protection to compensate for the accrued risk, or prefer more closed economies where external borders provide protection (or perceived protection). We develop expectations about how such distinct reactions can emerge from distinct labour-market risks of globalization, or automation, or migration. We test these expectations using a conjoint experiment in 13 European countries on European-level social policy. Results broadly corroborate our expectations on how different concerns about sources of labour market competition yield support for different features of European-level social policy.