Can citizens’ interest in non-domination be satisfied by the principle of legality and the guarantee of non-arbitrariness? This comment argues that the rule of law requires an internal organization of law that entails an additional positive law, through conventions, common law, judicial precedents or constitutions, which the sovereign cannot legally override. In the supranational context, the rule of law requires an equilibrium of consideration and respect between different legalities by avoiding a legal monopoly of a supreme authority and fostering the interaction among orders based on content-dependent reasons. The same applies to the relations between the ECtHR and member states. The margin of appreciation, taken as a reminder of the complexities of international institutional relationships, embodies a non-domination caveat to consider (the reasons from) the ‘normativities’ of different orders. Nonetheless, as an argumentative tool of the Court, it allows for an often-disputed discretion. Accordingly, better refined guidelines and justifications are required.