The PANDEM-2 COVID-19 European training dataset is a large collection of time series associated with indicators on the European pandemic response to the COVID-19 pandemic. It is intended to be used for training in pandemic management. This dataset is the result of a data gathering requirement process for pandemic management involving feedback and inputs from several public health and first responder professionals as well as researchers directly involved in the European COVID-19 pandemic response. This work is part of the PANDEM-2 project funded by the Horizon 2020 Secure Societies program. To collect this data, an open source software was developed named PANDEM-Source allowing reproducibility and customisation of this dataset. The dataset includes indicators for cases, deaths, hospitalisation, testing and laboratory data including pathogen genomic information, vaccination, non-pharmaceutical interventions, participatory surveillance, social media, human and material resources, flights and contact tracing activities. When no open available data was found, realistic synthetic data and indicators were generated with the goal of producing a data set to be used for pandemic management training.