Mass public political support is essential for the European Union's survival. In recent years, however, EU member states have been experiencing a rising tide of Euroscepticism. Existing research shows that attitudes towards immigration are one of the most powerful drivers of Euroscepticism. It remains unclear, however, what exactly about immigration makes individuals oppose the European Union. Is it a concern about the economic or cultural consequences of immigration? Or concerns about safety? Or is racial or ethnic prejudice driving this relationship? Given the importance of immigration in current European politics, these are highly relevant questions. This paper answers these questions by analyzing data from the 2014 European Social Survey with multilevel regression models. It argues that support for further unification of the EU is related to all aspects of immigration: to concerns about immigration's impact on culture, the economy, wealth distribution, and crime as well as racial prejudice. Similarly, trust in the European Parliament is related to all aspects of immigration with the exception of racial prejudice. These results imply that political leaders who wish to mitigate the decline in support for the EU need to address a comprehensive set of citizens' concerns about immigration.