Trust in regulatory regimes is essential for democratic legitimacy and regulatee compliance. This is particularly relevant in multilevel systems such as the European Union. This study examines the interplay of individual‐ and country‐level factors that contribute to stakeholder trust in the European Food Safety Authority (EFSA). Drawing on an original dataset, it analyzes a range of individual and contextual variables using multilevel modeling. The findings show that individual‐level factors play a prominent role in explaining stakeholder trust, while country‐level variables have little to no effect. Specifically, trust in EFSA is associated with stakeholders' organizational type and the frequency of their interactions with the agency. These results are further corroborated through interviews with relevant stakeholders.