The pandemic has changed the citizens’ behavior, inducing them to avoid any real contact. This has given an incredible impulse to e-commerce; however, the complexity of the topic has not yet been adequately explored in the literature. To fill this gap, this study has a twofold purpose: (1) to investigate how European countries comparatively perform in e-commerce, and (2) to describe what are the most important challenges for the further expansion of e-commerce. To this end, we adopted a hybrid methodology based on multi-criteria decision analysis (MCDA) and a Likert scale survey. The first method allows to us rank the e-commerce performance of different European countries, while the second one looks at the problems and barriers that characterize online shopping. The results of the study show that European countries have different sensitivities to the issue of cyber-security, and among them it is possible to identify three groups with different levels of attention to the critical issues of e-commerce. The Netherlands, Sweden and Denmark belong to the group of countries most responsive to e-commerce. This request is part of a broader framework of transition toward sustainable development, i.e., a reliable digital environment where citizens and businesses can exercise their rights and freedoms in complete security. Finally, from a theoretical perspective, this paper adds a new baseline to the literature on the state of the art of e-commerce in Europe that addresses the effects of the pandemic. From a managerial point of view, decision makers can find in the results of this analysis a support for the setting of business strategies for the expansion of firms in certain markets and guidance for public authorities when defining regulatory policies for e-commerce.