This paper examines the role of equality as a fundamental value of the EU’s legal system, which must be understood in its substantive rather than formal sense. The analysis goes on to demonstrate that the absence of a comprehensive intersectional lens, within the EU’s legislative framework and its judicial interpretation, undermines the aspirations of fostering a truly equitable Europe. By failing to account for the intertwined challenges faced by women in the Member States, EU law falls short of its own promise. The recent case law of the Court of Justice of the EU involving intersectional discrimination based on gender, religion, and/or ethnicity shows that the principle of neutrality, carefully upheld by the Court, is insufficient. These rulings reveal a jurisprudential gap, a lack of judicial activism, and a legal vacuum resulting from the failure of both the EU’s legislative framework and the CJEU’s jurisprudence to adopt an intersectional perspective. By analyzing legislative shortcomings and judicial reasoning, the paper calls into question the EU’s capacity to safeguard substantive equality as a foundational European value, concluding that adopting an intersectional approach is essential to ensure effective protection against discrimination.