UN geoscheme lists it as such if you want something concrete. (Though it also puts the UK in Northern Europe, and leaves out Italy & Spain & Portugal (Southern), which I didn't mean either.)
It's a funny term. In UK use it means something like 'mainland Europe but not Russia or some former Soviet states'. It's about the bits you think of and travel to, I suppose. Although that makes it sound obvious, which it isn't, because nobody means India when they say Asia, but it's at least as much in the public psyche as anywhere else in continental Asia.