Areas most at risk are those where Aedes mosquitoes may spread the virus, like the Black Sea coast of Russia and Georgia and the island of Madeira, the BBC reports.
Countries with a moderate risk include France, Spain, Italy and Greece, while the risk in the UK is low.
The UN agency is not issuing any new travel advice at this time.
Read alsoVietnam reports first Zika casesThe WHO is calling on countries to eliminate mosquito breeding sites and to make sure that people – particularly pregnant women – have information on the potential harmful consequences of the disease.
The agency says most countries that could be affected are well prepared to pick up any new cases and deal with them quickly – but others must bolster their ability to diagnose the virus.