With their post-Soviet history and conflictual relationship with the Russian Federation, the Baltic States sought entry into the European Union (EU) for more political clout, economic stability and geopolitical reinforcement. However, what Estonia, Latvia and Lithuania discovered was a great deal more complex and less coherent political community than they had hoped. This paper looks at how the Baltic States have affected and been affected by EU–Russian relations. We seek the elusive ‘Baltic factor’ in EU–Russian relations. In looking at how Baltic foreign policy has changed from pre-enlargement to post-accession, we find that the Baltic States, still haunted by their relationship with Russia, are more likely to be perceived as agenda-spoilers than agenda-setters.