Squirrels are well known in Eurasia and North America . The most common European squirrels are red or brown in color , while common American squirrels are usually gray or black . This further supports the hypothesis that the common ancestor of all squirrels living and fossil lived in North America , as these three most ancient lineages seem to have radiated from there â `` if squirrels had originated in Eurasia for example , one would expect quite ancient lineages in Africa , but African squirrels seem to be of more recent origin .