In July 2012, the Council of the European Union gave the green light to set up the European Union Mission on Regional Maritime Capacity Building in the Horn of Africa (EUCAP NESTOR). The mission's objective is to enhance maritime security by supporting capacity building in a number of countries in East Africa and the western Indian Ocean. EUCAP NESTOR marks a new step for the EU. It is the first civilian EU Common Security and Defence Policy (CSDP) mission to assume a regional approach. However, more than one year after its launch, the mission is still in many ways in its start-up phase. This study aims to explain why this is the case, and on the lessons to be learned from setting up EUCAP NESTOR and its first year. Issues addressed include the level of political backing found in the countries that were originally intended to receive support from the mission, the mission's support functions and personnel, and issues related to coordination.