The questions whether the EU possesses a “strategic culture” and is capable of developing a “grand strategy” has attracted considerable attention at the nexus of policy debates and the academic discourse on EU foreign relations. Arguably the salience of grand strategy increases in times of change, both as a condition for and a hindrance to necessary adaptation. The paper departs from the perception that the EU is challenged by external developments that involve armed territorial conflicts on its eastern and southern borders. In the main part I discuss different understandings of grand strategy and make the argument that polities have grand strategies whether they know it or not, and that grand strategies concern the institutionalized organization of knowledge which is in part a rational and conscious process but in significant ways concern tacit rules and routines of collective thought. I conclude that developing appropriate responses to the diverse external challenges that faces the EU presumes a better understanding of the grand strategy it actually presents.