The interglacial known as MIS 11c (c. 426 000–396 000 years ago) receives intensive international interest because of its perceived role as an analogue for the current interglacial and its importance for understanding future climate change. Here we review the current understanding of the stratigraphy of this interglacial in Europe. This study considers (i) the evidence for the environmental history of this interglacial as reconstructed from the varved lake records from northern Europe, (ii) the climate history of MIS 11c as preserved in the long pollen records of southern Europe and (iii) a comparison of both of these with marine records from the North Atlantic. The result of this review is a discussion of the evidence for millennial and centennial scale climate change found in European records of MIS 11c, the patterns of warming that are seen across this interglacial and the discrepancy in aspects of the duration of this interglacial that seems to exist between the marine and terrestrial records of this warm period. A review of the recent advances in the study of MIS 11c in Europe confirms its importance for understanding both the past evolution of the Holocene and the future patterns of long‐term climate change.