Objective The aim of this study was to discuss methodological limitations in studies on the prevalence of dementia across European countries with particular attention to post‐EURODEM studies. Methods Two people independently focused on an iterative literature search for studies published in the years 2000–2012 using the following keywords: ‘dementia’, ‘Alzheimer’, ‘incidence’, ‘prevalence’ that were cross‐linked with names of European countries. After that, the results obtained were compared and publications in English were included in a subsequent analysis. Results We included 26 studies published in the years 2000–2012. The majority of epidemiological studies come from Spain and Italy. The past decade has not provided prevalence rates from a considerable number of countries. There is also a lack of nationwide surveys on the prevalence of dementia. Predominantly, epidemiological studies on the prevalence of dementia follow a two‐stage approach that consists of a screening phase and a subsequent confirmation of dementia. However, several differences, particularly with regard to the neuropsychological instruments used, still exist and contribute to inconsistent prevalence rates. Conclusions Although the EURODEM study was a milestone in the epidemiology of dementia in Europe and provided several future directions for research, methodological limitations are apparent in a number of European studies on the prevalence of dementia and require particular attention. In particular, a variety of diagnostic instruments requires unification for future studies. On the other hand, given the lack of epidemiological studies from a number of countries and the increasing prevalence of dementia, the need for population‐based surveys should be emphasized. Copyright © 2013 John Wiley & Sons, Ltd.