The phlebotomine sand flies (Diptera: Psychodidae, Phlebotominae) are vectors of several infectious pathogens. The presence of a sand fly vector is considered to be a risk factor for the emergence of leishmaniasis in temperate Europe. Hence, the occurrence of phlebotomine sand flies and any changes in their distribution is important in determining the potential change in distribution of leishmaniasis in Europe. Therefore, published evidence for a changing distribution of the important phlebotomine sand fly vectors of leishmaniasis and phlebovirus infection in Europe is reviewed. This paper presents evidence of an increasing risk of establishment by sand fly species, especially for the Atlantic Coast and inland parts of Germany, Switzerland, and Austria. In addition to detection in potentially appropriate areas, the findings show areas of potential future establishment of the species. The most important and urgent necessity within the community of entomologists working on phlebotomines is the need to record the extremes of distribution of each species and obtain data on their regional presence/absence along with increased sharing of the data throughout European projects.