Since 1991, when they regained their independence, the Baltic States have made a concerted effort to become part of the Western alliance system. The article is based on the idea that the primary reason for this orientation cannot be explained solely by normative elements such as identity or culture. Undoubtedly, the West has always been a world to which these countries in question did not belong. Nevertheless, it should not be forgotten that the main priority of the Baltic States, which are categorised as small states, is to preserve their independence. As a result of their historical experiences, Russia is the biggest obstacle that the Baltic countries see in front of these goals. In order to balance the renewed and intensely felt Russian threat, the West has been seen as the only real strategic choice for the region’s countries. This article argues that the countries of the region have no alternative option in this process, which resulted in membership in NATO and the EU. Indeed, historical experience has shown that these countries’ strategic choices, such as bandwagoning to preserve their independence, which would mean aligning with the threatener, or avoiding being the centre of attention of the adversary by remaining neutral have not yielded results. Therefore, this article aims to try to understand the logic of the Baltic states’ strategic choices based on the balance of threat theory. This is because by turning towards the West, the countries of the region have sought to balance not Russian power but the threat they perceive from this country.