Using the 2006 Eurobarometer data (representative sample of the European population, N = 16 306, 27 countries), we performed a multilevel analysis aimed at predicting fear of crime. A significant proportion of the variation in fear of crime was at country level. Of the individual predictors included, being a woman, being poorly educated, being unemployed, and being an urban dweller showed positive relations with fear of crime. Fear was highest among people who considered themselves to be socially marginal, among people with negative expectations regarding themselves and their country's future, and among people who considered their nation's welfare system to be unsatisfactory. Among the ecological predictors we took into consideration, nations' degree of economic inequality and low expenditure on education and on social protection showed a positive association with fear of crime, whereas the crime, immigration, and employment rates did not. Implications and limitations of this research are discussed. Copyright © 2013 John Wiley & Sons, Ltd.