The two main divisions in the social sciences, cross-national comparison and international relations theory, must reconsider their methodologies and paradigms when studying transnationalization and, in particular, European integration. This article reviews the major differences in methods, research orientation and heuristic models between the comparative and international perspectives. Four main differences between the two perspectives are discussed: Galton's problem, the level of analysis, interdependence and (dis)aggregation. Reviewing the different paradigms in European studies, the author argues for a combined, if not synthetic, comparative and multi-level approach. For studying Europe's diversity and unity, a multi-level and multi-centric model seems most promising. Such an approach should take into account both state and non-state actors, as well as the interaction between international and national levels in the Europeanization process.