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We use EVS-WVS data to test our hypothesis about the contextual dependence of cohesion in Europe. In particular, we apply Bayesian Networks to describe the emergence of Social Cohesion in different welfare models. The creation of different networks for each Welfare model aims at demonstrating that a different way to manage Social Policies creates different paths of Social Cohesion. Political participations, civil engagement and positive social ties are fundamental dimensions, producing Social Capital, while social cohesion requires further dimensions too, as the presence of structural dynamics (equity, granted public services) and the increase in satisfaction. The mechanisms detected are similar enough from different areas, with interesting specificities for Mediterranean, Social-Democratic and Post-communist models.