In the current media landscape, it is becoming increasingly difficult for citizens to rely on trustworthy information, not least because reliable facts are mixed with dubious claims, unsubstantiated opinions, or outright lies. The ability to distinguish factual from other types of mediated information is becoming increasingly crucial, but we know little about how well-equipped citizens are to make these distinctions. In an original survey study conducted in ten European countries, we asked respondents whether they considered six different statements relating to the European Union to be factual or opinion statements. Our results show that citizens have considerable difficulties in correctly identifying both factual information and opinions. Next to pre-existing judgements, we identify media-related, political, and sociodemographic factors that influence categorisation accuracy. We discuss our findings in relation to citizens’ perceptions of journalistic credibility and their information literacy as well as ongoing debates about the effectiveness of fact-checkers on social media.