The rapid expansion of soybean-growing areas across Europe raises questions about the suitability of agroclimatic conditions for soybean production. Here, using data-driven relationships between climate and soybean yield derived from machine-learning, we made yield projections under current and future climate with moderate (Representative Concentration Pathway (RCP) 4.5) to intense (RCP 8.5) warming, up to the 2050s and 2090s time horizons. The selected model showed high R2 (>0.9) and low root-mean-squared error (0.35 t ha−1) between observed and predicted yields based on cross-validation. Our results suggest that a self-sufficiency level of 50% (100%) would be achievable in Europe under historical and future climate if 4–5% (9–11%) of the current European cropland were dedicated to soybean production. The findings could help farmers, extension services, policymakers and agribusiness to reorganize the production area distribution. The environmental benefits and side effects, and the impacts of soybean expansion on land-use change, would need further research. European soybean demand is highly dependent on imports. The data-driven relationships between climate and soybean yield show that the suitable area is much larger than the current soybean harvested area in Europe. A self-sufficiency level of 50% (100%) would be achievable in Europe under historical and future climate if 4–5% (9–11%) of the current European cropland were dedicated to soybean production.