Surprisingly little has been written about the century-long relationship between Saudi Arabia and Europe, beyond snapshots of certain periods or certain aspects. Similarly, very few attempts have been made to seek long-term patterns in Saudi foreign policy. This article aims to fill this double gap. It shows that these patterns link even the earliest days with the present day, that they are inter-twined with the very building, consolidation and survival of the Saudi state and Al-Saud rule, and that they have implications for the future of Saudi-European relations. The article also aims to draw lessons from the Saudi case for the understanding of the foreign policy of developing/small states more generally. The Saudi-European relationship provides an illustration of the extent to which small/'dependent' actors in the international system can acquire a measure of autonomy. The room for manoeuvre which adept local leaders can turn into relative autonomy at the domestic, regional and international levels emerges from the combination of particular domestic circumstances (the availability of material and political resources) with external ones (including limitations on, and competition between, great powers; and the global scattering of great-power interests, as opposed to local actors' regional concentration). Such relative autonomy for the state at all three levels has allowed the Al-Saud to pursue the survival imperative and other interests through the long-term foreign policy patterns of managed multi-dependence and pragmatism.