On 15 June 2015 , Marine Le Pen, the president of the French Front National party (FN), announced that a new political group in the European Parliament (EP) will be launched. Her extreme-right colleagues in this new group include Members of the EP from seven different European countries. In fact, Front National has tried to organize a political group in the EP since they got their first seat in Strasbourg while its partners have changed constantly. Under what conditions, do extreme-right political parties choose to become involved in European politics? Why do some extreme-right parties attempt to find allies in Europe, while other extreme-right parties are mostly half-hearted about such groupings? I argue that along with the incentives that the EP provides, domestic political circumstances also affect extreme-right parties’ preference in regards to European participation. In other words, when an extreme-right party is marginalized nationally by mainstream parties and the media, it will try “venue shopping” through which it can gain some level of legitimacy. Drawing from qualitative methodology, this article compares extreme-right parties in France, Belgium, and Italy. I conclude that the relatively low level of marginalization of right-wing parties in Italy has made Italian extreme-right parties indifferent to group making in the EP, while the “cordon sanitaire” in Belgium and France stimulated right-wing parties’ pursuit of European pathway to a role in the EP.