For centuries, Russians have wondered if they are a part of ‘Europe’ and Westerners have questioned whether Russians are ‘European’. Since the collapse of the USSR, economic reform in Russia has followed Western models and good relations with the European Union have been high on Russia's foreign policy agenda. However, EU policy is based on an assumption that Russia will adopt European values. This article investigates whether there is a commitment to common values, or whether there are differences that might put the EU–Russian relationship at risk. Comparing the results of a national representative survey conducted in December 2003 and January 2004 with the findings of a 2001 survey and with European responses to Eurobarometer surveys, the authors find that there are consistent and often substantial differences in values between Russians and their counterparts in EU member countries and that the values gap appears to be widening.