Wildlife occupies a very relevant place in ecosystems by providing multiple goods and services to society, gaining an important role in mountain systems. In this manuscript, we calculate gross margin figures associated with game hunting activity in nine European mountainous case study areas. Information about local game population and their management were collected by means of a structured questionnaire completed by the managers in charge of game species in the case study areas. Results show that in most of the cases, gross margins per hectare are negative, indicating that in these instances, the current market apparently does not justify maintaining hunting in some European mountain systems. Although more sampling efforts should be done to confirm our findings at a wider scale, our analysis reinforces the idea that other social factors, such as cultural heritage or self-consumption associated with hunting, may be crucial to wholly understand hunting in mountain systems. So we urge scientists to estimate non-market values related to hunting to better explain society priorities and therefore to efficiently guide future conservation, management, and policies in marginal and least favored mountain systems.