The Nordic states have long made distinct choices regarding foreign and security policy principles. However, since Russia’s invasion of Ukraine, we are witnessing a convergence of the Nordic countries’ general patterns of cooperation within their security policies. We argue that the challenging international context has led to heightened threat perceptions, triggering a reformulation of their foreign policy roles. Based on this assumption the article aims to analyse the convergence of the Nordic countries’ foreign and security policies by tracing changes in their foreign policy roles following Russia’s increasing aggressiveness. We trace the changes in the Nordic countries’ foreign policy roles through three dimensions: the changes to the international order, threat perceptions and perceptions of reduced manoeuvrability in international affairs. Our empirical analysis sheds light on how all Nordic countries perceive an increasing threat to the multilateral rule-based order, which has consequences for the roles of these states, how the threat perceptions of the Nordic states have been on high alert since Russia invaded Ukraine in February 2022, and finally how this has significantly impacted the Nordic foreign policy elites’ perception of their countries’ ability to manoeuvre and conduct autonomous foreign policy, motivating radical changes in the roles.