Named after the place de l'Europe, in the heart of the Europe quarter.
A royal ordinance of 2 February 1826 let two speculators lay out the square, hub of a network of streets named mostly after European cities: Rome, Milan, Naples, Saint Petersburg, London and others. The stations Rome and Liège take their names from the same streets. Since 2018 the square and station also honour Simone Veil, first president of the elected European Parliament.