The deaths, most from falling trees, were reported in Italy and Austria, and on the French island of Corsica.
Heavy rain and winds wrecked campsites on the island, while in Venice, Italy, masonry was blown off the belltower of St Mark's Basilica.
The storms follow weeks of heatwave and drought across much of the continent.
In Corsica, winds gusting up to 224 km/h (140mph) uprooted trees and damaged mobile homes.
Authorities there said a 13-year-old girl was killed by a falling tree on a campsite.
A man died in a similar incident and an elderly woman was killed when her car was hit by the detached roof of a beach hut.
Two other people, a fisherman and a female kayaker, died out at sea.
Later French Interior Minister Gérald Darmanin, who has arrived in Corsica to inspect storm damage, reported a sixth death.
Dozens more people were injured on both land and sea.
Witnesses to the storms said they had been completely unexpected and no warning was given.
"We have never seen such huge storms as this, you would think it was a tropical storm," restaurant owner Cedric Boell told Reuters news agency.
On the French mainland, some southern areas were hit by power cuts and streets were flooded in the country's second city, Marseille.
Photo EPA Caption: France's interior minister has been inspecting storm damage in Corsica