Cities have little formalized access to the European Union (EU) system, yet research indicates that cities are forming more direct relations with actors outside national borders, including EU institutions. Based on 23 interviews on the EU activities of Copenhagen, Oslo and Stockholm, this article investigates whether the Scandinavian capital cities engage in lobbying towards the EU, their choice of lobby channel and the justification for this choice. The article finds that lobbying the EU is important for all three cities, but that they value different channels. The article has three contributions: First, to contribute to the latest broadening of the application of the multilevel governance perspective by studying the role of cities in EU lobbying; second, to add to the literature on EU lobbying by studying the role of networks and associations for cities lobbying the EU; and third, the article argues that extra-state channels are especially important for cities in non-EU countries, the so-called, "third country actors."