Food insecurity in Europe has recently received increasing research and political attention. Yet, considerable gaps remain in our understanding: the demographic groups most at risk, the role of social benefit receipt, and whether higher-value social benefits protect against food insecurity among recipients all remain unknown. Multilevel models were used to examine food insecurity in 63,168 adults from 27 countries included in the European Quality of Life Survey in 2007 and 2011. Food insecurity was more prevalent among people with lower incomes, women, older people, renters, one-person and lone-parent households, those with lower education, people with disabilities, and those outside the labour market. Although food insecurity was concentrated at low incomes, income and food insecurity were imperfectly associated. The role of social benefit receipt was equivocal: food insecurity was not associated with pension or child benefit receipt, but was significantly more prevalent among out-of-work and all social benefit recipients, which may reflect eligibility rules and benefit conditionality. Furthermore, higher-value social benefits were not associated with lower risks of food insecurity across the different recipient groups, either because their value is insufficient, or because social benefits are unable to fully mitigate the individual and structural risk factors for food insecurity in Europe.