Breeding with now-extinct Neanderthals is known to have left its traces in the DNA of modern Europeans.
But this mingling of the two human sub-species was thought to have taken place long ago in Africa, before our ancestors spread across the globe.
The new evidence suggests Homo sapiens and Neanderthals got together much more recently.
Scientists have shown that the genetic similarity between Neanderthals and non-African modern human populations must have arisen after interbreeding in Europe and Asia.
The research involved dividing up the genetic code of each sub-species to calculate the statistical likelihood of distant or recent interbreeding.
Dr Konrad Lohse, one of the scientists from the University of Edinburgh, said: "Although there has been mounting evidence for genetic exchange between modern humans and Neanderthals in Eurasia from a number of recent genetic studies, it has been difficult to rule out ancestral structure in Africa. We hope our study settles this issue."
Before they died out around 30,000 years ago, Neanderthals co-existed with early modern humans in Europe and Asia for thousands of years.
Both groups first evolved in Africa before spreading out from the continent at different times, and are believed to have had a common ancestor.
Neanderthals are thought to have left Africa more than 200,000 years before early modern humans.
The research is published in the journal Genetics.