To date, efforts made to explain why there is so little progress towards a European Union foreign policy have paid too much attention to the debate over ‘supranationalism versus intergovernmentalism’. Not enough importance has been given to the absence of a European demos, and its implications for European foreign policy. The alternative model of Confederal Consociation, which captures better the implications of the lack of a European‐wide public opinion, offers at the same time a much better explanation of how European foreign policy in general and the Common Foreign and Security Policy (CFSP) in particular have developed over the years. The main implication of Confederal Consociation for the future of European foreign policy is that such a development can only take place if the national foreign policies of the member states are considered as a basis for, and not an obstacle to, the creation of a truly effective CFSP.