The family Rhinocerotidae is a key component of the Cenozoic European fauna. It reached its peak diversity during Miocene and began to decline in the Pliocene; the last representatives became extinct in Europe during the Quaternary. The present state-of-the-art review takes stock of the knowledge accumulated on Central and Eastern European Pleistocene rhinos to date. Eight species were present in Central and Eastern Europe in the Quaternary; five belonged to the genus Stephanorhinus (S. etruscus, S. jeanvireti, S. hundsheimensis, S. hemitoechus, and S. kirchbergensis), one was the woolly rhino Coelodonta antiquitatis, and two species were members of the genus Elasmotherium (E. peii and E. caucasicum). This review also offered the opportunity to critically reconsider some aspects of the systematics and stratigraphic location of the finds. Coelodonta antiquitatis is shown to have still been present as late as the Interplenivistulian and the Last Glacial Maximum; radiocarbon dating of its latest remains provided the timing of the final disappearance of the woolly rhino from the studied region. The Late Pleistocene distribution of Coelodonta antiquitatis in Central and Eastern Europe was found to largely overlap that of the woolly mammoth.