If anyone has ever described it as Europe, I've missed it. Of course, it's possible, but I doubt it. Traditionally, going all the way back to the ancient greeks, Asia was the eastern side of the Aegean Sea. Originally just the area of modern Turkey(often mentioned as Asia Minor) but evolving into the entirety of the area to the east.

Neither The Roman Empire nor the greeks saw themselves as especially 'european' - in fact in ancient Greece, Europe was to the north and west of them, and they considered themselves as being on the 'crossroads' of Asia and Europe.