The recent policy and regulatory initiatives of the EU, such as Digital Single Market Strategy, Single Digital Gateway, European Interoperability Framework and eIDAS, identify the need for digital cross-border integration in the EU. The achievement of the digital single market within the EU is challenging governments at all levels to transform or update their governance systems in order to establish the cross-border e-governance. The existing stage models in the e-Government literature, do not address the cross-border integration in the evolution phase of the e-Government. The heterogeneity and the legacy systems of the cross-border data exchange infrastructures hinders the process of seamless cross-border data exchange. This heterogeneity of cross-border data exchange infrastructures and complexity of the cross-border integration in the EU requires high level of interoperability in the legal, organisational, technical and semantic environment. Therefore, we explore the cross-border data infrastructures and its state of play in the EU by following the predominant framework that ensures the interoperability of the digital public services, EIF. We found that the most successful approach for cross-border e-governance and the cross-border integration might be the federated approach.