The impact of the COVID-19 pandemic on excess mortality from all causes in 2020 varied across and within European countries. Using data for 2015-2019, we applied Bayesian spatio-temporal models to quantify the expected weekly deaths at the regional level had the pandemic not occurred in England, Greece, Italy, Spain, and Switzerland. With around 30%, Madrid, Castile-La Mancha, Castile-Leon (Spain) and Lombardia (Italy) were the regions with the highest excess mortality. In England, Greece and Switzerland, the regions most affected were Outer London and the West Midlands (England), Eastern, Western and Central Macedonia (Greece), and Ticino (Switzerland), with 15-20% excess mortality in 2020. Our study highlights the importance of the large transportation hubs for establishing community transmission in the first stages of the pandemic. Acting promptly to limit transmission around these hubs is essential to prevent spread to other regions and countries.