The Asian Harlequin ladybird (Harmonia axyridis) is a globally invasive alien species. We developed species distribution models (SDMs) aiming at an explanation of the observed native and invasive distributions and the prediction of the species’ potential distribution. SDMs were built based on bioclim parameters with Maxent (i) on known native occurrence only (SDMnat), (ii) on known European invasive occurrence only (SDMinv) and (iii) by combining both previous approaches (SDMall). Results indicate that SDMinv match the observed European invasive range better than SDMnat or SDMall. The origin of Asian founders in Europe remains unknown. SDMinv highlighted a restricted area in China which may represent the region of origin of the European Harlequin ladybird, leaving the possibility of within-species climate niche variation. As a result, when targeting the worldwide potential of invasiveness of H. axyridis, SDMall may reveal maximum results uncovering the species’ potential distribution. These results have to be seen in the framework of conceptual problems and pitfalls when generating SDMs including niche definition, niche shift, sampling bias, biological importance of predictors and model transferability uncertainties.