A dominantshared neighbourhood trend in existing IR literature on the countries within the EU’s and Russia’s shared neighbourhood tends to emphasise the regional powers while overlooking the agency of the so-called “in-between” states. An increasingly recognised gap emerges in this regard—one that is addressed here by shifting the analytical focus and treating these countries as the Selves—transforming them from objects into subjects. Their positioning in relation to the EU and Russia, and their expectations from these regional cores and associated organisations, are placed at the centre of the analysis. Notable exceptions in the literature that have explored the agency of the in-betweens are also presented, particularly neo-classical realism and marginality theory. Building on the latter, the study adopts an agency-centred perspective grounded in identity at the margins of regional powers. From this foundation, the postcolonial and liminality frameworks are identified as promising avenues for further exploring the agency of in-between countries. This discussion sets the stage to address the identified gap and investigate the following central research question: How do the in-between countries build their subjectivity from their state of in-betweenness and make it a source of constitutive power in the framework of their foreign policy?