The problem motivating this essay is the continuing, yet difficult hope for a Europe of democratic cosmopolitanism, for a Europe in which cosmopolitics works to continually question the terms of lingering exclusion while preserving our ideals of self-legislation and democratic authorship. In what follows, I expand the familiar criticism of Europe’s democratic legitimacy gap, its democratic deficit, as a lens through which to analyse the possibility of a supranational participatory identity within the European political space. First, I describe the contemporary juridification of European politics, specifically concerning the legal formalism of the European Court of Justice, and the dangers such depoliticisation poses to the search for a cosmopolitan demos, depriving it of its solidaristic base. Second, I offer a critique of Jürgen Habermas’s ‘constitutional patriotism’ as a viable frame in which Europeans might hope to dissolve the contradictions of a nascent constitutional democracy at the supranational level. Rather, following the work of Bonnie Honig, I develop a more primary and original paradox confronting the European Union: the ‘paradox of politics’, which posits the radical indeterminacy of the demos as the starting place for the creation of any political identity. Third, drawing on the work of Ernesto Laclau, I develop in greater detail the processes of symbolic identity-formation involved in such a creation, namely the interplay of inclusion/exclusion that characterizes modern political attachment. What this analysis elucidates is that the problem of EU constitutionalization and political integration is the problem of borders or of the closed polis, in general. The apposite symbolic frame of European political identity is therefore that of 'the heterogeneous', that which constructs yet destabilises our settled understanding of boundary and border and shows them to be contingent. Further, I argue that the operative European political subjects are now in a certain sense the refugees, the sans-papiers, and the third-country nationals, each of whom serves to remind EU citizens of this foundational contingency of existing legal orders. Practically, I analyse European citizenship and immigration laws within their broader institutional and policy contexts: asylum and refugee policy, Frontex and the EU’s border security policy, and the promise and dangers of various models of disaggregated citizenship operating within the European legal space. Finally, I conclude with a preliminary discussion of the political task that we might appropriately call European cosmopolitics: the reinvention of emancipatory and utopian possibility into the future, beyond the nation-state to the droit de cité, the assertion of unconditional citizenship. Here, the European city—as a site in which the droit de cité can be anticipated and achieved—is where new supranational sovereignties might be born.