This article problematises the proliferation of European Union (EU) agencies with operational tasks as a new phenomenon capturing the exercise of joint sovereignty in European integration. While joint decision-making has been a feature of EU politics for decades, joint sovereignty is a broader category that additionally involves the creation of EU bodies able to intervene ‘on the ground’ alongside national public actors. We argue that the choice for joint sovereignty opens a Pandora’s box of implementation deficiencies which undermine the ability of both national and supranational actors to conduct operational activities effectively. We subsequently identify two frequent dysfunctions in policy implementation and connect them to ambiguity and conflict at the decision-making stage. Empirically, we illustrate the systemic link between decision-making and implementation problems in the functioning of two agencies with operational tasks active in the fields of border management (Frontex) and police cooperation (Europol).