The steep increase in incidence of cutaneous malignant melanoma in white populations mainly applies to thin lesions with good survival suggesting overdiagnosis. Based on population‐based cancer registries (CRs), we have investigated changes in aggressive melanoma, selecting only cases who died within 1 or 3 years after diagnosis in 11 European countries between 1995 and 2012. Trends in fatal cases were analysed by period of diagnosis, sex, tumour thickness, histologic subtype of the lesion, tumour site and CR with a multivariate generalised linear mixed effects model, where geographical area was considered as a random effect. We collected data on 123 360 invasive melanomas, with 5133 fatal cases at 1 year (4%) and 12 330 (10%) at 3 years. The number of fatal cases showed a 16% decrease at 1 year and 8% at 3 years between the first (1995‐2000) and the last (2007‐2012) period. The highest proportion of fatal cases was seen for men, older age (≥65 years), thick lesions (>1 mm), nodular melanoma, melanoma on the trunk and for poorly documented cases, lacking information about thickness and histologic subtype. The mixed‐effects model showed a remarkable variability among European countries. The majority of registries showed a decreasing trend in fatal cases, but a few registries showed an opposite pattern. Trends in fatal melanoma cases, highlighting real changes in risk not related to overdiagnosis, showed a decrease in most European countries, with a few exceptions. Stronger efforts for early detection could lead to a more efficient treatment of melanoma in general. What's new? Melanoma lesion thickness is highly correlated with mortality. In this large European study, the authors asked whether the risk of aggressive, lethal melanoma has changed in recent years. They found that the number of melanoma‐related fatalities decreased by 16% at 1 year and by 8% at 3 years in the period from 2007‐2012, compared with the period from 1995‐2000. These trends in melanoma prognosis highlight real changes in outcome for more aggressive lesions, and support even stronger efforts for education and early detection.