Wing morphology is crucial for flight performance and foraging ecology in bats. We describe variations in 5 wing parameters within the 5 species of European horseshoe bats (genus Rhinolophus) based on data taken from 3,081 adult individuals. All 5 species belong to a single ecological guild. Measurements were taken from live bats in the field in southeastern Europe (Bulgaria, Greece, and Turkey), where all 5 species occur in sympatry. Examination of our data shows that the species and accordingly their wings differ substantially in size. Albeit grossly similar in form, we additionally found several size-independent differences in wing shape. For example, the smallest species, Rhinolophus hipposideros, and to a lesser extent also R. blasii, have extremely short hand wings, enabling highly maneuverable search flight close to vegetation. The largest species, R. ferrumequinum, and the 2nd largest one, R. mehelyi, have rather long hand wings, allowing fast and economic commuting flight over longer distances. We argue that both size and shape are likely to play a role for niche separation between species. We found both sexual and geographic variation within species. There was sexual dimorphism for most parameters, with females being larger than males. Populations of R. mehelyi in southeastern Europe had significant variation in wing measurements. This was not so for R. ferrumequinum and R. euryale. We give a discriminant function based on only 2 parameters that correctly assigned 98% of the 3,081 individuals to species. This function may prove useful for identification of museum specimens.