European winter climate and its possible relationship with the Arctic sea ice reduction in the recent past and future as simulated by the models of the Climate Model Intercomparison Project phase 5 (CMIP5) is investigated, with focus on the cold winters. While Europe will warm overall in the future, we find that episodes of cold months will continue to occur and there remains substantial probability for the occurrence of cold winters in Europe linked with sea ice reduction in the Barents and Kara Sea sector. A pattern of cold-European warm-Arctic anomaly is typical for the cold events in the future, which is associated with the negative phase of the Arctic Oscillation. These patterns, however, differ from the corresponding patterns in the historical period, and underline the connection between European cold winter events and Arctic sea ice reduction.