We review palaeoenvironmental proxies and combinations of these relevant for understanding hunter-gatherer niche construction activities in pre-agricultural Europe. Our approach consists of two steps: (1) identify the possible range of hunter-gatherer impacts on landscapes based on ethnographic studies; (2) evaluate proxies possibly reflecting these impacts for both the Eemian (Last Interglacial, Middle Palaeolithic) and the Early–Middle Holocene (Mesolithic). We found these paleoenvironmental proxies were not able to unequivocally establish clear-cut differences between specific anthropogenic, climatic and megafaunal impacts for either time period in this area. We discuss case studies for both periods and show that published evidence for Mesolithic manipulation of landscapes is based on the interpretation of comparable data as available for the Last Interglacial. If one applies the ‘Mesolithic’ interpretation schemes to the Neanderthal record, three common niche construction activities can be hypothesised: vegetation burning, plant manipulation and impact on animal species presence and abundance. Our review suggests that as strong a case can be made for a Neanderthal impact on landscapes as for anthropogenic landscape changes during the Mesolithic, even though the Neanderthal evidence comes from only one high-resolution site complex. Further research should include attempts (e.g. by means of modelling studies) to establish whether hunter-gatherer impact on landscapes played out at a local level only versus at a larger scale during both time periods, while we also need to obtain comparative data on the population sizes of Last Interglacial and Holocene hunter-gatherers, as these are usually inferred to have differed significantly.