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The woolly rhinoceros (Coelodonta antiquitatis) is an iconic species of the Eurasian Pleistocene megafauna, which was abundant in Eurasia in the Pleistocene until its demise beginning approximately 10,000 years ago. Despite the early recovery of several specimens from well-known European archaeological sites, including its type specimen (Blumenbach 1799), no genomes of European populations were available so far, and all available genomic data originated exclusively from the Siberian population1. Using coprolites of cave hyenas (Crocuta crocuta spelea) recovered from Middle Palaeolithic layers of two caves in Germany (Bockstein-Loch and Hohlenstein-Stadel), we isolated and enriched predator and prey DNA to assemble the first European woolly rhinoceros mitogenomes, in addition to cave hyena mitogenomes. These mitogenomes of European woolly rhinoceros are genetically distinct from the Siberian woolly rhinoceros, and analyses of the more complete mitogenome suggests a split of the populations potentially coinciding with the earliest fossil records of wooly rhinoceros in Europe.