In more than 20 years since the independence of the Central Asian republics, significant changes have taken place in the Central Asian strategy toward the European Union (EU). On the one hand, this is mainly due to the changes in the situation in Central Asia and its positioning on the diplomatic map of the EU. On the other hand, this results from the dynamic development of European integration. Even experiencing three different stages, the Central Asia strategy toward the EU has always maintained its distinctive characteristics. Essentially, the Central Asia strategy can be defined as normative diplomacy. But considering the actual situation, the EU often seeks a balance between its normative requirements and strategic interests. At the same time, the unique diplomatic mechanism of the EU gives its member states an opportunity to participate in and also influence EU-Central Asian cooperation. Certainly, the Central Asia strategy of the EU has certain problems, which lets the EU formulate and launch a new Central Asia strategy. Compared to the previous version, the new Central Asia Strategy toward the EU appears to be more pragmatic, more open, and more targeted. But whether it will work well still needs to be observed.