In this article, we are addressing the issue of European labor mobility and show that the concept of class is embedded in the EU social policy framework. If the EU provides common rules to protect mobile citizens’ social security rights when moving within Europe in order to promote social cohesion and equality, they resulted in new legal boundaries within Europe between the ones who are protected by law and the ones who are excluded. Thus, the legal framework led to a situation in which law does not apply anymore based on national sovereignty but based on enclaves attached to individuals. Citizens become somehow extraterritorial (embodied boundaries). The analysis of EU policy documents related to the coordination of social security systems and the investigation of the Swedish national regulations for the implementation of free mobility, enable us to show that European free mobility is not a space facilitating free movement for everyone and that citizens might be bordered out depending on their class belonging. We argue that the legal framework has led to a policy of illegalization: the EU social framework far from protecting European workers has favored market predation and the emergence of a new social class of citizens dispossessed of their social rights.