European first documented studies on wild bee biology date back to the ancient Greek philosophers, and since then we have accumulated—mainly in the last century—a great amount of information on the behavioural ecology of these insects. European wild bees, which span six different families (Andrenidae, Apidae, Colletidae, Halictidae, Megachilidae, Melittidae) for roughly 2000 species, show an impressive diversity of behavioural and ecological traits. Here, we present an organized review of European wild bees about their nesting habits, social behaviour, mating strategies, food resource use, and diversity of natural enemies. We highlighted relevant biological traits and provided extensive specific examples that can be used as an easy-to-explore guide. European bee fauna encompasses ground-nesting and aerial-nesting species, solitary and eusocial species, oligolectic and polylectic species, and species with diverse mating strategies. There is considerable variability within families and even within genera. Consequently, a wide range of morphological and physiological adaptations have evolved within this group. Additionally, the natural enemies of European wild bees include a taxonomically diverse array of ecto- and endo-parasitoids, parasites, kleptoparasites, and predators. We recognize that there is still an important lack of knowledge on the behavioural ecology of many species, with negative consequences for the assessment of their vulnerability to environmental changes and adequate conservation planning.