Winter windstorms are among the most significant natural hazards in Europe linked to fatalities and substantial damage. However, projections of windstorm impact in Europe under climate change are highly uncertain. This study combines climate projections from 30 general circulation models participating in Phase 6 of the Coupled Model Intercomparison Project (CMIP6) with the climate risk assessment model CLIMADA to obtain projections of windstorm-induced damage over Europe in a changing climate. We conduct an uncertainty–sensitivity analysis and find large uncertainties in the projected changes in the damage, with climate model uncertainty being the dominant factor of uncertainty in the projections. We investigate the spatial patterns of the climate change-induced modifications in windstorm damage and find an increase in the damage in northwestern and northern central Europe and a decrease over the rest of Europe, in agreement with an eastward extension of the North Atlantic storm track into Europe. We combine all 30 available climate models in an ensemble-of-opportunity approach and find evidence for an intensification of future climate windstorm damage, in which damage with return periods of 100 years under current climate conditions becomes damage with return periods of 28 years under future SSP585 climate scenarios. Our findings demonstrate the importance of climate model uncertainty for the CMIP6 projections of windstorms in Europe and emphasize the increasing need for risk mitigation due to extreme weather in the future.