"The likelihood of local Zika virus transmission, if no measures are taken to mitigate the threat, is ... High in limited geographical areas: the (Portuguese) island of Madeira (off Africa) and the northeastern coast of the Black Sea," WHO said.
The reason for the high-level threat in those areas is the presence there of Aedes aegypti mosquitoes, which carry the Zika virus that health authorities say causes birth defects in newborns, the UN global health agency said.
"The overall risk of a Zika virus outbreak across the WHO European Region is low to moderate during late spring and summer," it said.
That was largely due to the presence of another mosquito species in those countries: the Aedes albopictus, which is less "prone" to causing outbreaks than its cousin in Latin America and the Caribbean, according to research by the Pasteur Institute.
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Within the "moderate likelihood" group, France, Italy and Malta had the top three transmission likelihood scores.
The score was based on factors including climatic suitability for the mosquitoes, shipping and air connectivity, population density, urbanisation and history of previous outbreaks of viruses transmitted by insects or other animals.
"We call particularly on countries at higher risk to strengthen their national capacities and prioritise the activities that will prevent a large Zika outbreak."
Recent scientific consensus is that Zika can cause causes microcephaly, a form of severe brain damage in newborns, and adult-onset neurological problems, which can lead to paralysis and even death.
There is no vaccine or treatment for the virus, which in most people causes only mild symptoms -- a rash, joint pain or fever.