This Article argues that the cooperation obligations of the Member States under EU law are best understood as forming part of an overall duty of EU loyalty and elaborates on the consequences of framing it in this way. EU loyalty legally requires Member States to make the common EU interest their own. The Article further demonstrates that EU loyalty is more relevant and more stringently applied in EU external relations than within the EU legal order. Loyalty obligations of the Member States reach into the future, extend to hypothetical situations, and are at a comparatively high level of abstraction aimed to protect the Union's ability to act effectively on the international plane. This limits Member States’ margin of manoeuvre, including when they take unilateral external action within the realm of their retained national competences. The Article explains that this may be functionally justified by the high stakes of non-concerted external action. However, and in particular with the EU's increased external powers and the ever-growing relevance of international cooperation, the stringent application of cooperation requirements should be (better) explicated and justified.