Understanding the peopling history of Europe is crucial to comprehend the origins of modern populations. Of course, the analysis of current genetic data offers several explanations about human migration patterns which occurred on this continent, but it fails to explain precisely the impact of each demographic event. In this context, direct access to the DNA of ancient specimens allows the overcoming of recent demographic phenomena, which probably highly modified the constitution of the current European gene pool. In recent years, several DNA studies have been successfully conducted from ancient human remains thanks to the improvement of molecular techniques. They have brought new fundamental information on the peopling of Europe and allowed us to refine our understanding of European prehistory. In this review, we will detail all the ancient DNA studies performed to date on ancient European DNA from the Middle Paleolithic to the beginning of the protohistoric period.