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This paper deals with the effects of citizenship regimes on the relationship between immigration and social capital, in the European Union. The study questions previous researches that reported a negative effect of immigration on social capital without taking into account contextual factors, like citizenship regimes, that may affect the interconnections between the two variables. The implementation of a Three-level Model, analyzing Eurobarometer and Eurostat datasets and crossing individual, national and citizenship regime’s levels of analysis, permits to report two notable results: first, immigration is not always detrimental for social trust; second, more integrative citizenship regimes alleviate the negative effects of immigration on social trust. These findings suggest that creating a legislative environment that facilitates the inclusion of different ethnic groups into the society in order to avoid the worst consequences of ethnic heterogeneity, like isolation, clashes and a decline in social trust should be of great importance to policy-makers.