The validation of gridded surface solar radiation (SSR) data often relies on the comparison with ground‐based in situ measurements. This poses the question on how representative a point measurement is for a larger‐scale surrounding. We use high‐resolution (0.03°) SSR data from the Satellite Application Facility on Climate Monitoring (CM SAF) to study the subgrid spatial variability in all‐sky SSR over Europe and the spatial representativeness of 143 surface sites with homogeneous records for their site‐centered larger surroundings varying in size from 0.25° to 3°, as well as with respect to a given standard grid of 1° resolution. These analyses are done on a climatological annual and monthly mean basis over the period 2001–2005. The spatial variability of the CM SAF data set itself agrees very well with surface measurements in Europe, justifying its use for the present study. The annual mean subgrid variability in the 1° standard grid over European land is on average 1.6% (2.4 W m−2), with maximum of up to 10% in Northern Spain. The annual mean representation error of point values at 143 surface sites with respect to their 1° surrounding is on average 2% (3 W m−2). For larger surroundings of 3°, the representation error increases to 3% (4.8 W m−2). The monthly mean representation error at the surface sites with respect to the 1° standard grid is on average 3.7% (4 W m−2). This error is reduced when site‐specific correction factors are applied or when multiple sites are available in the same grid cell, i.e., three more sites reduce the error by 50%.