The welfare state has an explicit role in the redistribution of purchase power and the provision of health and social services. Welfare states differ not only by how these tasks are institutionally performed but also by the basic cultural values they lean on. In this sense the welfare regime constitutes the socio-political context of our lives, including normative conceptions about social justice and cultural attributions of the causes of different life events. How the welfare state succeeds in preventing the accumulation of misery and poor fortune is one of the key questions for its legitimacy. This study seeks to find out, using data from the European Social Survey Round 3 (2006/2007), how different European welfare regimes perform their tasks in the classic areas of well-being, i.e. sickness and poverty. In addition, the social aspect of well-being are given an extensive elaboration: for example, how is social recognition or societal pessimism distributed in different welfare regimes considered as socio-political contexts?