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The European Union promises to offer its citizens an “area of freedom, security and justice” (AFSJ). This article examines the coming into existence of this common policy, reviewing the historical process that led to the integration in Amsterdam in 1999 of different and until then uncoordinated initiatives like “Schengen” and “Dublin.” The complex policies within this field shifted the emphasis several times from freedom to security and vice versa, triggered several action programs and approximately ten agencies, among the most prominent, “Frontex,” recently transformed into the “European Border and Coast Guard Agency.” The AFSJ nonetheless faces various dilemmas, which are characteristic for the EU in general. One concerns the relationship between a Union-wide guarantee for safe borders and state sovereignty over these same borders; the second is the delicate balance between freedom on the one hand and security on the other; and the third relates to a value-based approach versus an interest- or utility-based policy.