In Britain, Denmark and Sweden? Absolutely. They have a history of imperialism, slavery, organized robbery. And racism on top of that in the country. Race riots. Plus Carl Linneus of Sweden was the one who created racial categories which would be used by the KKK and Jim Crow and segregationists later.
While there not be institutional discrimination against gypsies in the form of laws, there is a prejudice just beneath the surface. This isn't necessarily new, either. During the Second World War, Hitler and the Nazis went after gypsies and put them into concentration camps with the Jews. Of course, the prevailing attitudes are not as dire today, but they are still there.
No, Europe does not have an anti-Roma prejudice, because the people of Europe are tolerant. The people of Europe do not really have a strong disposition towards Roma, one way or the other. Most Europeans are thinking about larger issues, rather than having a prejudiced for or against Roma. It is not a huge issue in Europe.