How doctoral researchers (and their supervisors) experience and conceptualise the process of becoming a researcher and the identifications that are enacted during the process has hitherto been researched only in terms of disciplinary and professional identities. Yet, within Europe, the creation of a common Higher Education Area has a potential impact on the doctoral experience and there is a declared intention to encourage doctoral students to see themselves as European researchers. The University of Luxembourg has policies and characteristics which might be expected to support this direction of development, and this study analyses the nuances of doctoral researcher experiences, at this University, of European and wider international identifications comparing these with policies at European and local levels. The opportunities offered to researchers in Luxembourg to ensure the policies are implemented are considered by participants to be significant. Whether the level of expenditure needed is possible in other countries and universities is an open question but remains a crucial condition for policies to be successful.