When transnational migration begins to resemble internal mobility, as is the case in the European Union, is there any need for integration into the country of destination, or do intra-European migrants adopt a European identity? This article is based on data collected about highly skilled Finns who have moved within the EU. Most of them continued to form their identity around their country of origin. Nearly 60% of the migrants of the study also identified with Europe, while only one-third identified with their country of residence. The article argues that, for such privileged migrants, the possibility of choice is central to identity formation. Neither the national identity of the new home country nor a European identity per se can substitute the former, more important identity received through socialization. However, moving abroad does have an impact on the ways these migrants ‘do identity’. Adding a dimension of Europeanness to their existing national identity is a way of belonging to a greater collective when the localized identification with the country of residence is not required.