Whatever the reasons, the Neanderthals were completely replaced in Europe by anatomically modern humans. When exactly the Neanderthals completely died out is unknown, though one of their last bands is believed to have lived in Gibraltar about 42,000 years ago. Though, let’s not forget that they did not totally disappear. Neanderthals interbred with our ancestors and as a result all modern humans have a small percentage of Neanderthal DNA.