We construct and classify superconformally covariant differential operators defined on N = 2 super Riemann surfaces. By contrast to the N = 1 theory, these operators give rise to partial rather than ordinary differential equations which leads to novel features for their matrix representation. The latter is applied to the derivation of N = 2 super W -algebras in terms of N = 2 superfields. § Alexander von Humboldt Fellow on leave of absence from the Université Claude Bernard.