Rainbow trout have been translocated from North America worldwide for more than 150 years, but have not reproduced in the wild in Europe in the last 100 years. In recent decades, several examples of successful reproduction have become public. This study reports scientific evidence of natural reproduction of North American rainbow trout (Oncorhynchus mykiss) in three alpine rivers in Bavaria, Germany. Eggs collected from spawning redds were determined to be rainbow trout in all study rivers. In the river Leitzach, where spawning was exclusively observed in spring, electrofishing revealed a balanced length‐frequency distribution with a high abundance of rainbow trout and a high proportion of individuals < 10 cm. In the rivers Isar and Traun, spawning was observed in winter and supposedly also in spring, according to local reports. Rainbow trout < 10 cm were also observed in these two rivers during electrofishing surveys but were less abundant than in the river Leitzach. Genetic factors and river‐specific environmental and climatic conditions may have contributed to the success or failure of rainbow trout reproduction. Effects of rainbow trout on native fish vary widely, from severe negative impacts to minimal niche overlap, so further studies of genetic and environmental factors that determine rainbow trout naturalisation are needed to better inform fisheries management.