Drought and frosts are major determinants of plant functioning and distribution. Both stresses can cause xylem embolism and foliage damage. The objective of this study was to analyse if the distribution of six common pine species along latitudinal and altitudinal gradients in Europe is related to their interspecific differences in frost tolerance and to the physiological mechanisms underlying species-specific frost tolerance. We also evaluate if frost tolerance depends on plant water status. We studied survival to a range of freezing temperatures in 2-year-old plants and assessed the percentage loss of hydraulic conductivity (PLC) due xylem embolism formation and foliage damage determined by needle electrolyte leakage (EL) after a single frost cycle to -15 °C and over a range of predawn water potential (ψpd) values. Species experiencing cold winters in their range (Pinus nigra J.F. Arnold, Pinus sylvestris L. and Pinus uncinata Raymond ex A. DC.) had the highest frost survival rates and lowest needle EL and soluble sugar (SS) concentration. In contrast, the pines inhabiting mild or cool winter locations (especially Pinus halepensis Mill. and Pinus pinea L. and, to a lesser extent, Pinus pinaster Ait.) had the lowest frost survival and highest needle EL and SS values. Freezing-induced PLC was very low and differences among species were not related to frost damage. Reduction in ψpd decreased leaf frost damage in P. pinea and P. sylvestris, increased it in P. uncinata and had a neutral effect on the rest of the species. This study demonstrates that freezing temperatures are a major environmental driver for pine distribution and suggests that interspecific differences in leaf frost sensitivity rather than vulnerability to freezing-induced embolism or SS explain pine juvenile frost survival.