Before the COVID-19 outbreak as well as in its aftermath, the capacity of the EU budget to contribute to the protection of social rights has remained largely unexplored. This article critically highlights that the Union suffers from the misalignment between the solidarity goals set in EU primary law and the structure of the EU budget and its expenditure channels. By focusing on the European Social Fund (ESF) and the right to social assistance and inclusion, this article demonstrates that this gap has both policy and legal reasons. The many constraints on budgetary decisions and the management of the ESF generate a dysfunctional framework for the promotion of social inclusion and for the implementation of the right to social assistance, showing that the protection of social rights can be only marginally pursued through the EU budget and at high administrative and judicial costs.