The evolutionary history of modern humans is characterized by numerous migrations driven by environmental change, population pressures, and cultural innovations. In Europe, the events most widely considered to have had a major impact on patterns of genetic diversity are the initial colonization of the continent by anatomically modern humans (AMH), the last glacial maximum, and the Neolithic transition. For some decades it was assumed that the geographical structuring of genetic diversity within Europe was mainly the result of gene flow during and soon after the Neolithic transition, but recent advances in next-generation sequencing (NGS) technologies, computer simulation modeling, and ancient DNA (aDNA) analyses are challenging this simplistic view. Here we review the current knowledge on the evolutionary history of humans in Europe based on archaeological and genetic data.