During the Ottoman period, the Balkan Muslims learned the religious issues from the imams of mosques, the sheiks of tekkes and the teachers of madrasas. These learned people and educational institutions belonged to ministries of the Ottoman government. For this reason, Istanbul, the capital city of the Ottoman Empire, influenced this region via those who were educated in Istanbul madrasas and assigned to the Balkan cities. After the withdrawal of the Ottoman Empire from South Eastern Europe throughout the nineteenth and early twentieth centuries, many new complications arose and, accordingly, solutions sought by the Muslims who fell into a minority within this region. The problems of being a minority were seen in all parts of social life, especially in the area of social and religious rights. The South Eastern European Muslims had become a minority in the new states because of their religious identities, and their numbers decreased because of the migrations from the Balkans to Anatolia at different times. As a result, those who stayed in Europe instead of migrating were presented with new predicaments in practicing their religions. In this paper, I examine the struggle of the South Eastern European Muslims to avoid losing their religious identities, when they chose to stay after the collapsed of the Ottoman Empire instead of migrating to Anatolia. Since this struggle was led by scholars and students, madrasas as their educational institutions, played an important role in shaping religious life. I argue, within the context of Bulgaria and Yugoslavia, that the madrasas became independent from the learning hierarchy of Istanbul. Instead they changed their orientation towards Cairo and Al-Azhar University, and so the influence of Cairo on South Eastern Europe was born and spread with educational activities. I explain the reasons of this change and discuss it in the context of a newly formed political arena, national borders and shifting identities.