In this paper, I discuss the idea that the birth of our Universe may be a result of a quantum transition from a physical continuum with the Euclidean signature to a Lorentzian spacetime. A similar idea was expressed by Andrei D. Sakharov At the classical level, the idea was studied by George F. R. Ellis and his collaborators, who explored if solutions to the classical Einstein equation exist which admit a change of metric signature. The present paper aims at examining possible realizations of this idea at the level of quantum gravity, in the framework of the Wheeler–DeWitt theory and in the extended phase space approach to quantization of gravity. I intend to answer the questions: to answer the questions: Does the Hartle–Hawking wave function imply such a realization? How can this idea be realized in the extended phase space approach to quantum gravity, where the change of signature is described by imposing special conditions on g00-component of the metric in different regions of the physical continuum? The conclusion is that the idea can be realized from a formal mathematical point of view, but it can hardly help in understanding how spacetime structure and time itself appeared from a timeless continuum.