This study aimed to explore the distribution of social capital and its relation to self-perceived health in lone mothers across Europe. Data were drawn from the European Social Survey Round 5. The sample was restricted to women (15–64 years), not cohabiting with a partner, and with children (≤ 18 years) living in the household. Social capital was measured using variables, representing both structural (political engagement, social support, and social activity) and cognitive (generalized trust, institutionalized trust, reciprocity, and a feeling of safety) components. Individual-level measurements: age, educational attainment, employment status, income level, and household economy. Country-level measurements: family policy model and collective social capital. A multilevel analysis was conducted. The results revealed cross-country variance in the level of lone mothers’ social capital. After adjustment for individual-level and country-level measurements, only reciprocity and a feeling of safety were related to good self-perceived health among lone mothers in Europe.