Two problems need to be addressed in the field of contemporary phenomena of radicalization and Islamist terrorism in Europe. One problem for the researcher is that actual terrorist activity by Europeans with immigration backgrounds is rare. The second problem is that both “terrorism” and “radicalization” are terms the meaning of which is contested. This paper discusses these problems, and propose a distinction between two varieties of phenomena. On the one hand, there are direct security threats posed by a small number of individual Europeans with immigration backgrounds. On the other hand, there is the much larger milieu from which such individuals emerge. This distinction makes possible the identification of two sets of factors and processes: those producing the milieu and those producing the direct security threats, which do not benefit from this law.