The aim of this paper is to provide a synthetic macro index of social cohesion based on the observation of several individual level variables. Based on the definition of social cohesion by Bernard (1999) and Chan et al. (2006) an index of social cohesion (henceforth VALCOS Index) was created. It covers the political and sociocultural domains of life in their formal and substantial relations. Results suggest that the VALCOS-Index of social cohesion is strongly and significantly correlated with other macro indicators largely used by the scientific community. The aggregation of EVS 2008 data on social cohesion together with many macro indicators of several dimensions of social life (including economic, socio-demographic, health and subjective well-being indicators) allowed us to rank social cohesion across 39 European countries and to explore differences across groups of countries. Subsequently, we validated our index by correlating it with many national level variables.