Malaria, caused by Plasmodium parasites, is thought to be one of the strongest selective forces that has shaped the genome of modern humans and was endemic in Europe until recent times. Due to its eradication around mid-twentieth century, the potential selective history of malaria in European populations is largely unknown. Here, we screen 224 ancient European genomes from the Upper Palaeolithic to the post-Roman period for 22 malaria-resistant alleles in twelve genes described in the literature. None of the most specific mutations for malaria resistance, like those at G6PD, HBB or Duffy blood group, have been detected among the available samples, while many other malaria-resistant alleles existed well before the advent of agriculture. We detected statistically significant differences between ancient and modern populations for the ATP2B4, FCGR2B and ABO genes and we found evidence of selection at IL-10 and ATP2B4 genes. However it is unclear whether malaria is the causative agent, because these genes are also involved in other immunological challenges. These results suggest that the selective force represented by malaria was relatively weak in Europe, a fact that could be associated to a recent historical introduction of the severe malaria pathogen.