The African Union (AU) is a continental organization that comprises every African state except for Morocco, is indeed a pioneering undertaking. Its ambitious aim is to integrate all member states, with the ultimate goal of forming the United States of Africa. Despite several attempts to build a union, the AU has remained an intergovernmental organization, one reason being a perceived unwillingness of the AU states to pool their national sovereignties. This study seeks to comprehend why Africa’s integration process has not moved towards a supranational organization, using a novel approach. It shifts the usual perspective away from the organization level and provides the first comprehensive and systematic analysis of the AU from the perspective of the states themselves. It includes 8 comprehensive case studies: Algeria, Burkina Faso, Ethiopia, Mauritius, South African, Swaziland, Uganda and Zimbabwe to help understand their foreign policy and provide key insights into why they are (un)willing to yield sovereignty. This work will be of great interest to students and scholars of African politics, international relations and international organizations.