Europe has about 400m people, more than the US. It's Russia that's thinly populated for its size (because a lot of it is frozen).
"Figures for the population of Europe vary according to which definition of European boundaries is used. The population within the standard physical geographical boundaries was 731 million in 2005 according to the United Nations[1]. In 2010 the population is 857 million, using a definition which includes the whole of the transcontinental countries of Russia[citation needed]. Population growth is comparatively slow, and median age comparatively high in relation to the world's other continents"