This thesis proposes a realist analysis of the contemporary concept of popular sovereignty in its ability to make sense of the EU's legitimacy. Drawing upon Bernard Williams' political thought, a conception of legitimacy should make sense of hierarchical rule as a desirable civic order from within its own historical circumstances at the normative level. In addition, it should offer realistic guidance to political agents, meaning that its political fictions must therefore acquire a certain degree of practical resonance in order to act as heuristic tools. The modern concept of popular sovereignty sets appropriate criteria of legitimacy based upon the bonds created between citizens. Through a genealogical inquiry, I reconstruct conceptions of popular sovereignty which underpin defences of the EU's output, democratic, and identitarian legitimacy from canonical arguments. These justifications of the state consider the people as beneficiaries of security and economic prosperity, as a self-governing demos, and as a cultural nation, respectively. I propose a realist vindication of this multi-faceted conception of popular sovereignty at the normative level, because these different conceptions complement one another in making sense of the sovereign state's legitimacy. The thesis then discusses how the political fictions of the people could simultaneously make sense within the European polity. In short, the citizens of Europe's polities have become part of the normative systems which create judicial-economic, civic-democratic, and socio-cultural relationships within the territorial borders of the European states. In addition, the centralisation of decision-making power and implementation resources has given plausibility to the political fiction of sovereignty. European integration has, however, resulted in a reconfiguration of these normative systems and restructuring of power into a two-tier political order. In this novel context, a realist vindication of the contemporary conception of popular sovereignty is no longer possible. The thesis concludes by suggesting that a demoicratic reconceptualisation of popular sovereignty offers a constructive way to make sense of the EU's legitimacy.