An extensive size of literature has investigated the multifaceted dimensions of differentiated integration in Europe. Notwithstanding, we know little about the drivers and strategic underpinnings of differentiated integration in the high politics areas concerning national and international security, such as foreign policy, security and defence. What explains the variation in states’ foreign policy preferences of integration in multilateral security orders? In this article, we seek to explain this variation by putting forward a two-level argument. First, we claim that states adopt a genuine role player conception underpinned by a mixture of relative gains, absolute gains, and normative factors. Second, we propose a novel operational model to examine member states’ efforts for cooperation and integration in the security and defence domain based on their threat perceptions, level of ambitions, strategic partnerships, military spending, and troop deployments. To illustrate our argument, we employ a comparative case study design, examining four countries: Germany, France, Ireland and Romania. The article finds that the analysed countries play conspicuous roles in the Euro-Atlantic security order. France takes the role of an agile power-projector, Germany embraces the role of a global responsibility taker, Ireland plays the role of a peacekeeping neutral, and Romania of a small regional power.