This work was carried with the main purpose of underlining the necessity of taking the human dimension in consideration whilst studying the identity formation in the European Union, arguing that the individual identities of each European citizen must be dealt both respectfully and with tolerance, being this the only sustainable way of constructing an European identity. I present thus the constructivist Thomas Risse marble-cake model, through which I explain that the multiple European identities can interact without rules, principles or even hierarchies, as if cake ingredients inside of a cultural cauldron, that is Europe, blending in such a way that they become one, becoming impossible to distinguish one ingredient from another. To understand better how this model works, I analyse the French screenplay writer and director Cedric Klapisch Spanish Apartment, in which he discusses the identities in the European Union, high-lightening the possibility of thinking the European identity through Xavier’s self-reflection about what it means to be European, as in being everything at the same time, as suggest by the marble-cake model, the most suited approach to analysing the identities in the European Union.