This paper investigates how the refugee crisis has affected attitudes towards the EU, as well as attitudes towards national institutions. By combining different waves of individual survey data, official records of asylum applications and a content analysis of the media, we examine the effect of the numbers of asylum applications and the amount of media coverage thereof on citizens' attitudes towards the EU and national politics. Our findings demonstrate that the number of asylum applications in the EU and the media attention this generates primarily affect euroscepticism, while the number of asylum applications into each individual Member State first and foremost affects attitudes towards national institutions. Our results contribute to the literature on democratic accountability, by demonstrating that, even in a complex multi‐level governance structure, citizens differentiate between levels of government.