Differentiation in political trust attitudes occurs when citizens distinguish between different political institutions in terms of their trustworthiness. This article explores patterns of citizens’ (non-)differentiation between the local, national and European Union governance levels with regard to political trust. With unique Dutch data, we find that trust evaluations of each pair of governments (local–national/national–European Union/local–European Union) follows a distinct pattern. This suggests that citizens: (1) form more than one political trust attitude; and (2) use different cognitive mechanisms (like cognitive proximity and subjective rationality) to make sense of the political complexities in multilevel governance systems. Although general patterns found at the population level were largely reproduced at the subgroup level, that is, low and high political sophistication groups produced similar patterns of (non-)differentiation, highly politically sophisticated citizens tended to differentiate more – they are more likely to evaluate each governance level ‘on its own merits’. Our results are especially relevant in an era of declining trust, where governments want to regain citizens’ trust but are very much in the dark about which government level (if any) is the main culprit. Points for practitioners Citizens, particularly those with higher political interest, more exposure to political information and higher education, tend to differentiate in their trust orientations towards different governments. This suggests that citizens, to some extent, judge different governments in the multilevel system ‘on their own merits’. Therefore, politicians and public managers confronted with declining trust in their jurisdiction should seriously consider whether such a negative trend might not reflect citizens’ dissatisfaction with their governments’ lack of responsiveness to the specific demands of its citizens.