We present a new model, EUNA‐rho, for the density structure of the continental and oceanic upper mantle based on 3‐D tesseroid gravity modeling. On continent, there is no clear difference in lithospheric mantle (LM) density between the cratonic and Phanerozoic Europe, yet an ~300‐km‐wide zone of a high‐density LM along the Trans‐European Suture Zone may image a paleosubduction. Kimberlite provinces of the Baltica and Greenland cratons have a low‐density (3.32 g/cm3) mantle where all non‐damondiferous kimberlites tend to a higher‐density (3.34 g/cm3) anomalies. LM density correlates with the depth of sedimentary basins implying that mantle densification plays an important role in basin subsidence. A very dense (3.40–3.45 g/cm3) mantle beneath the superdeep platform basins and the East Barents shelf requires the presence of 10–20% of eclogite, while the West Barents Basin has LM density of 3.35 g/cm3 similar to the Variscan massifs of western Europe. In the North Atlantics, south of the Charlie Gibbs fracture zone (CGFZ) mantle density follows half‐space cooling model with significant deviations at volcanic provinces. North of the CGFZ, the entire North Atlantics is anomalous. Strong low‐density LM anomalies (< −3%) beneath the Azores and north of the CGFZ correlate with geochemical anomalies and indicate the presence of continental fragments and heterogeneous melting sources. Thermal anomalies in the upper mantle averaged down to the transition zone are 100–150 °C at the Azores and can be detected seismically, while a <50 °C anomaly around Iceland is at the limit of seismic resolution.