Sicily is in Europe.
The Italian Peninsula or Apennine Peninsula ' ( Penisola italiana , Penisola appenninica ) is the central and the smallest of the three large peninsulas of Southern Europe ( between the Iberian Peninsula and the Balkan Peninsula ) . Sicily ( [ ˈsɪsᵻli ] ; Sicilia [ siˈtʃiːlja ] , Sicìlia ) is the largest island in the Mediterranean Sea . Sicily is located in the central Mediterranean Sea , south of the Italian Peninsula , from which it is separated by the narrow Strait of Messina .