The Europeanisation of interest groups has been the subject of a substantial academic literature. Yet, multi-level venue shopping has stirred relatively little attention and the cognitive dimension of actors’ Europeanisation has remained largely untouched. This research project addresses these shortcomings by exploring the degree to which business organisations and labour unions deploy their activities at the level of the European Union (i.e. ‘strategic Europeanisation’) and the causal effects of European integration on interest organisations’ shift of perception (i.e. ‘cognitive Europeanisation). This dual perspective is applied to the study of German, French, and Luxembourgish actors’ behaviours in the case of the Blue Card Directive policy-making process. Results on ‘strategic Europeanisation’ reveal a high inclination of German actors to resort to multi-level lobbying in the Blue Card Directive policy-making process and a conversely low propensity of their French counterparts to activate the supranational arena. Luxembourgish stakeholders show very little drive to activate their EU-level lobbying channels. Specific findings point to the importance of financial resources and actors’ domestic embeddedness when deciding whether to make use of Europe, although in contrasted ways. As regards ‘cognitive Europeanisation’, the study shows that the European Union did not shape actors’ shift of perception on labour immigration across the three countries under examination.