A new species of multituberculate mammal, Hainina pyrenaica n. sp. is described from Fontllonga-3 (Tremp Basin, Southern Pyrenees, Spain), correlated to the later part of chron C29r just above the K/T boundary. This taxon represents the earliest European Tertiary mammal recovered so far, and is related to other Hainina species from the European Paleocene. A revision of the species of Hainina allows recognition of a new species, H. vianeyae n. sp. from the Late Paleocene of Cernay (France). The genus is included in the family Kogaionidae Rãdulescu and Samson, 1996 from the Late Cretaceous of Romania on the basis of unique dental characters. The Kogaionidae had a peculiar masticatory system with a large, blade-like lower p4, similar to that of advanced Ptilodontoidea, but occluding against two small upper premolars, interpreted as P4 and P5, instead of a large upper P4. The endemic European Kogaionidae derive from an Early Cretaceous group with five premolars, and evolved during the Late Cretaceous and Paleocene. The genus Hainina represents a European multituberculate family that survived the K/T boundary mass extinction event.