Middle classes are very often in the centre of public debates. Main statements are that the middle class would be on the decline, menaced by pauperization, fiscally pressurised and neglected by the welfare state. Moreover, it would risk to implode what would threaten the whole social cohesion of the society. The analysis of the income parameters of the European population shows that many of these ideas are incorrect. It's certainly true that in almost one out of two European country middle classes are less numerous than thirty years ago, but one cannot conclude that this would be a general trend: in France, the Netherlands, Norway, the United-Kingdom, Spain and Italy middle classes remain constant or they grow. Moreover, the study shows that there is no country where middle classes are threatened by pauperization. On the contrary, their living standard has steadily increased over the last years although their growth rate was often less important than for the high end incomes. The study also shows that middle classes are more numerous in interventionist states with a strong socio-fiscal redistribution system.