The overall focus of this thesis is the relationship between Europe and Islam and what it implies to be a European Muslim. I have interviewed Muslim women in Sarajevo, the capital of Bosnia and Herzegovina, focusing on their Muslim identity and the use of hijab (the Muslim headscarf). The aim was to find out how the women construct their identity when they belong to both Europe and the Muslim cultural tradition and how the European and Bosnian context influences on their understanding of Islam. As expected, what it means to be a Muslim woman in Bosnia varies, and I have designed four categories to describe this plurality of Muslim identities, whereof the categories “Bosnian Islam” and “global Islam” apply to my informants. Those who identify with “Bosnian Islam” stress their Bosniak identity and European cultural belonging, while those in favour of “global Islam” orient towards the global Muslim community, the umma. The women in the first category think it is inevitable and positive that the Bosnian/European context influences on their Islamic practice, the “umma-Muslims” think society’s influence on Islam should be as little as possible. The main focus is on the women’s choice whether to wear hijab or not, and how they regard this custom. The fact that many Muslim women in Europe wear hijab remains controversial among non-Muslim Europeans, who mostly consider this custom to be a negative feature of patriarchal culture. This thesis presents the opinions of Bosnian Muslim women (who are native Europeans) regarding this much-debated issue. The majority of Muslim women in Bosnia do not wear hijab. My selection of informants consists of both women with and without hijab, and one woman with niqab (facial veil). The women who wear hijab combine their headgear with either modern or conservative clothing, depending on what they consider appropriate. Through their clothes my informants express their understanding of Islam and what is involved for them to be Muslim women. Moreover, the wearing of hijab is closely linked to religiosity, self-identity and a Muslim collective identity. However, there is not just one Muslim collective; through their clothing the women can express identification with different Muslim orientations. For a comparative perspective I relate my informants to immigrated Swedish Muslim women. To highlight the different meanings my informants attach to the wearing of hijab I discuss how they relate to important Islamic feminine virtues such as modesty and decency. The wearing of hijab can also be understood as a courageous act of devout women who are willing to face stigmatisation in order to please God.