The 2015–16 Continental Cup was the 19th edition of the IIHF Continental Cup, Europe's second-tier ice hockey club competition organised by International Ice Hockey Federation.

The season started on 2 October 2015 and the Super Final was played on 8–10 January 2016.

Dragons de Rouen won the competition for the second time and also qualified for the 2016–17 Champions Hockey League.

The Group A tournament was played in Belgrade, Serbia from 2–4 October 2015 with all games held at the Pionir Ice Hall.

The top-two ranked teams of each third round group will be promoted for the Super final.