Yes, Nice is in Europe. It is a major city on the Mediterranean coast of southeastern France, in the Alpes-Maritimes department of the Provence-Alpes-Côte d'Azur region.
Nice embodies the Mediterranean European lifestyle: historic Old Town (Vieux Nice), Promenade des Anglais, Belle Époque architecture, world-class museums (Matisse, Chagall), and a climate that has attracted European aristocracy since the 18th century. It is 30 km from the Italian border and well-connected by TGV, autoroutes, and Nice Côte d'Azur Airport (NCE).