The European Union (EU) is advancing an interoperable data governance framework through the establishment of Common European Data Spaces (CEDS), fostering innovation, economic competitiveness, and the provision of personalised services. Beyond these goals, CEDS seem to reflect ambitions of digital sovereignty and strategic autonomy in the global data economy, aiming to position itself among global leaders in Artificial Intelligence (AI) development and innovation. This article critically examines these ambitions through the recently adopted European Health Data Space Regulation (EHDSR), a flagship initiative establishing common mechanisms that enables secondary use of health data for research, innovation, and public health responses. The analysis highlights tensions between the EU’s pursuit of autonomy and its foundational principles of solidarity and international cooperation, especially regarding engagement with non-EU countries. While Article 114 of the Treaty on the Functioning of the EU (TFEU) underpins its current data space legislation, it limits the EU’s capacity to achieve broader geopolitical objectives. The paper advances the concept of “data cosmopolitanism” as an extension of the solidarity principle, proposing a theoretical framework for a global approach to health data sharing that incorporates societal values such as social justice and equality in access to healthcare.