Energy security has become an increasingly pressing issue in the EU since the turn of the century. In a context of increased import dependence and competition over natural gas, the approach to achieving energy security is explored here. With the aim of understanding the discrepancy between the EU approach and that of its member states, the strategies employed to achieve energy security are laid out. The neorealist notion of national self-interest and the neoliberal analogue of cooperation offer two competing perspectives on how to understand the problem. A case study design is used where the units of analysis are constituted by three distinct instances that illustrate the disconnect between the EU and member state level. These instances are the internal market for energy, diversification of supply, and bilateral supply agreements. Process tracing allows for studying the motivations of the actors involved. The results show that the national self-interest generally takes precedence over cooperation. This is in line with a neorealist reading of the issue and explains why it is difficult to achieve concerted action within the EU. The energy security case in this paper can be seen as an expression of the difficulties of finding a collective solution that fits widely different needs and preferences on a national level in the EU.