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After recalling the demographic, economic, historical, and cultural background of the two countries, which are strongly marked by orthodoxy, this article seeks to understand the value system of Russians and Ukrainians, by analyzing the data of the European Values Study in 1999, 2008, and 2017–2020. The liberalism of morals is very strongly rejected by both countries, although Ukraine is clearly more modern in its conception of the family and its promotion of individual autonomy. Sociability is more vertical than horizontal in both countries, with a weak civil society, low politicization and political participation, and very uncertain democratic values, although Ukraine seems to be gradually moving toward the latter, whereas illiberal and authoritarian values are progressing strongly in Russia. Nationalism is very strong in both countries, although obviously built on opposing rationales: the return to a great unified Russian empire on the one hand, and the defense of Ukraine’s independence against the imperialism of its large neighbor, on the other. In this context, Ukraine expects much from the European Union.