During the last years a vague sense of discomfort with current societal developments is spreading all over Europe and is particularly affecting lower social classes of society. It seems necessary to theoretically derive new concepts of quality of society and to take these crises perceptions of EU-citizens more adequately into account. In this article a new multidimensional concept of societal wellbeing is proposed to understand and evaluate new cleavages in societal embeddedness, social recognition and social belonging. It is hypothesized that those restrictions concerning quality of life are also mainly responsible for the rise in ethnocentrism and radicalization in many European societies. A macro-micro-macro explanation of causes, characteristics and consequences of societal malaise is developed as a theoretical framework and also addressed empirically. As a first step, a cluster analysis of indicators of societal developments is used to justify the conceptualization of a highly diverse Europe. The empirical approach on the micro-level is based on two survey waves of the European Social Survey (2006 and 2012). After testing the cross-national equivalence of the new concept of societal wellbeing, which is based on 14 indicators, the evolution of certain crises feelings in society is documented for several European regions in the aftermath of the financial crisis. Finally, separate multiple OLS-regressions within those regions were conducted to derive crucial factors which are responsible to explain ethnocentrism. It is notable that feelings of societal malaise exert a high influence on perceptions of an ethnic threat – especially in Western Europe. These value polarizations between social groups have to be considered as a future threat of social cohesion.