The paper aims to provide the readers about theoretical developments and the changing paradigms regarding the study of the European Union affairs, which can be classified into three periods. 1) Integration theories dominated by the competing approaches of Neofunctionalism and Intergovernmentalism/Liberal Intergovernmentalism. The former neatly explained the events during 1950s until 1970s. Subsequent events led to its demise and gave rise to the latter in the mid 1960s and later in 1990s. 2) Alternative theories of Policy Studies based on political science and public administration theories i.e. New Institutionalism, Policy Networks, Multi-level Governance, Regulatory State and Supranational Governance. The academic focus began to understand the EU as ‘a dynamic political system’ due to the EU policy impacts on the member states after the establishment of the Single Market during 1990s. 3) Europeanization, a recently emerged approach in the studies of the European Union. It emphasizes that member states’ behaviours are changed through the engagement with the EU system. Moreover, the EU forms of political organization and governance goes beyond the European territory, shaping the regionalism in other areas.