Cities are particularly vulnerable to climate risks due to their agglomeration of people, buildings and infrastructure. Differences in methodology, hazards considered, and climate models used limit the utility and comparability of climate studies on individual cities. Here we assess, for the first time, future changes in flood, heat-waves (HW), and drought impacts for all 571 European cities in the Urban Audit database using a consistent approach. To capture the full range of uncertainties in natural variability and climate models, we use all climate model runs from the Coupled Model Inter-comparison Project Phase 5 (CMIP5) for the RCP8.5 emissions scenario to calculate Low, Medium and High Impact scenarios, which correspond to the 10th, 50th and 90th percentiles of each hazard for each city. We find that HW days increase across all cities, but especially in southern Europe, whilst the greatest HW temperature increases are expected in central European cities. For the low impact scenario, drought conditions intensify in southern European cities while river flooding worsens in northern European cities. However, the high impact scenario projects that most European cities will see increases in both drought and river flood risks. Over 100 cities are particularly vulnerable to two or more climate impacts. Moreover, the magnitude of impacts exceeds those previously reported highlighting the substantial challenge cities face to manage future climate risks.