Operational cooperation at the external borders of the EU is part of the EU process of supranationalisation since 2006, when the Justice and Home Affairs Council Conclusions identified operational cooperation as a component of a common policy on external border control. Operational cooperation is supported by the European Agency for the Management of Operational Cooperation at the External Borders of the Member States of the European Union (Frontex). In this article I will focus on the extent to which the establishment of Frontex marks the shift of sovereignty from Member States to EU institutions in EU external border control. The analysis of two aspects of operational cooperation through Frontex – joint operations and European Border Guard Teams – shows the EU’s achievement in implementing a common policy on external border control. Nevertheless, EU Member States’ ‘sovereignty clauses’ for the surveillance and control of their external borders prevent the EU from fully exercising its power.