In 2014, the European Commission opened the Creative Europe programme to non–European Union states. In doing so, their intention was to provide cultural actors outside the European Union with the opportunity of engaging in a larger European cultural space, leading to new forms of European belonging. This article examines the functioning of this programme in Bosnia and Herzegovina, the Republic of North Macedonia and Serbia, and it analyses what forms of belonging emerged in the process. After revealing the reasons behind engaging in the programme and mapping experiences of participation, the article concludes that the programme is not only an opportunity to (re)connect with the larger European community, but for many participants it is also a form of confrontation with persisting inequalities and their marginal position within Europe. Their experience of participating in the European cultural space is directly tied to the overlapping social, cultural and political spaces of which they are part. This confirms Lefebvre’s analysis that spaces are inseparable and that newly created spaces cannot be emptied of traces of social relations in other spaces.