Human genetic diversity in Europe has been extensively studied using uniparentally-inherited sequences (mitochondrial DNA [mtDNA] and the Y chromosome), which reveal very different patterns indicating sex-specific demographic histories. The X chromosome, haploid in males and inherited twice as often from mothers as from fathers, could provide insights into past female behaviours, but has not been extensively investigated. Here, we use HapMap SNP data to identify segments of the X chromosome in which recombination is historically absent and mutations are likely to be the only source of genetic variation, referring to these as Phylogeographically informative Haplotypes on Autosomes and X chromosome (PHAXs). Three such sequences spanning a total of ~49 kb were resequenced in 240 males from Europe, the Middle East and Africa at an average coverage of 181x. PHAXs were confirmed to be essentially non‐recombining across European samples. All three loci show highly homogeneous patterns across Europe and are highly differentiated from the African sample. Star-like structures of European-specific haplotypes in median-joining networks indicate past population expansions. Bayesian skyline plots and time-to-most-recent-common-ancestor estimates suggest expansions pre-dating the Neolithic transition, a finding that is more compatible with data on mtDNA than the Y chromosome, and with the female bias of X-chromosomal inheritance. This study demonstrates the potential of the use of X-chromosomal haplotype blocks, and the utility of the accurate ascertainment of rare variants for inferring human demographic history.