This article detects a persistent imbalance between the zest for critical research and the thinness of critical methodology in the study of European Union (EU) law. The question that drives this investigation is: What can critique contribute to EU legal studies? The article draws on the methodological wealth of critical social theory to explicate how the critique of EU law could further evolve and why it matters. This analysis posits that the lack of adequate methodological engagement leaves EU law scholarship to drift between the problematic idea of unmasking critique, on the one hand, and that of supposedly non-normative critique, on the other hand. The article makes a case for a more dialectical method of critique to clarify how the critique of EU law is always preceded by a choice between competing rationalisations of society. These findings highlight that social theory should be of continuous interest to EU law scholars and that a socio-legal critique of EU law is not reducible to empirical research alone.