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Analyzing the sense of belonging to the European Union (EU) is a priority for public administrations. This research examines: (a) the sense of belonging to the EU of compulsory secondary education students in Spanish public centres; (b) their beliefs about the effects of belonging to the EU; (c) the weight of these beliefs in predicting the sense of belonging to the EU. The study involved 777 Spanish students of compulsory secondary education in public centres. A Likert scale was designed and a factorial and multiple regression analysis was applied. The results show that: (a) more than 85% of the students consider themselves European citizens and are proud to live in the EU; (b) one third believe that the EU does not improve the living conditions of its citizens, does not offer a better future, increases political instability and does not contribute to socio-economic development; (c) the age of the students and the beliefs about the civic, political and economic effects have a significant weight in the prediction of the sense of belonging to the EU. The need for a European orientation curriculum is discussed to promote reflection on the meaning of EU integration and European citizenship among young people. [ABSTRACT FROM AUTHOR]