Security problems through time have become the area of responsibility for the most important institutions of states and their experts. The world has never been safe for small states because history has shown that it is very easy for major powers to manipulate these states, both economically as well as militarily. Small countries cannot finance wars on their own, so, to avoid or reduce the risk of conflict, small countries must use diplomacy. Uncertainty in international relations is much greater for a small country than for a large country. The best means to avoid uncertainty is for small countries to associate with international institutions. This paper suggests that for small states of the western Balkans, the most logical strategic choice is the Euro-Atlantic integration.