Taking Norway as an example and a point of departure, this article looks at the ways in which the EFTA countries tackled dilemmas connected with the necessity to safeguard their interests in foreign policy against the background of the developing integration in foreign policy between the EC and, later, the EU members. The author argues that Norway, as a non-EU European country, consistently pursued a strategy typical for a ‘small country’ of the Nordic region vis-à-vis the ongoing integration of the EC/EU in the area of foreign affairs. After the end of the Cold War, Norway faced a potential threat of declining interest of the transatlantic community and the NATO in the Northern area. The EU enlargement in 1995 considerably limited the possibilities for Norway to coordinate foreign policy with other Nordic countries. For these reasons, Norway supported the development of the EU’s CFSP/CSDP as a tool complementary to the NATO in order to enhance its security. Institutionally, it chose a pragmatic model of selected approximation to the EU’s foreign and defence policy, especially for political dialogue, declarations, sanctions, as well as the CDSP’s civilian and military operations.