The ‘EU Council conclusions on biodiversity post–2010′ re–enforced Europe’s commitment to halt biodiversity loss by 2020. Identifying areas of high–value for biodiversity conservation is an important issue to meet this target. We investigated the geographic pattern of terrestrial vertebrate diversity status in Europe by assessing the species richness, rarity, vulnerability (according to IUCN criteria), and a combined index of the three former for the amphibians, reptiles, bird and mammals of this region. We also correlated the value of all indices with climate and human influence variables. Overall, clear geographic gradients of species diversity were found. The combined biodiversity index indicated that high–value biodiversity areas were mostly located in the Mediterranean basin and the highest vulnerability was found in the Iberian peninsula for most taxa. Across all indexes, the proportion of variance explained by climate and human influence factors was moderate to low. The results obtained in this study have the potential to provide valuable support for nature conservation policies in Europe and, consequently, might contribute to mitigate biodiversity decline in this region.