The UN body warned that such failings will come at a "high cost" for society at large as they add to the public health burden.
The WHO collected the data of 39 European countries between 2016 and 2017 and recommended that prisons test for tuberculosis, sexually transmitted diseases, mental health problems and addictions.
"A prison sentence takes away a person's liberty; it should not also take away their health and their right to health," said Dr Bente Mikkelsen of WHO's Europe branch, according to a statement from the body.
She said the prison population has a "disproportionate disease burden".
"To achieve universal health coverage and better health and well-being for all, as in WHO's vision, it is vital that prisons are seen as a window of opportunity to change lifestyles and ensure that no one is left behind," she said.
The WHO said in a statement on its report that it found "the general state of monitoring and surveillance systems for health in prisons is poor".
It warned prisoners with undiagnosed and untreated health conditions will "add to the public health burden in the outside community after their release".
The report said that mental health was a key issue, especially after release, when prisoners are most at risk of suicide, self-harm and drug overdoses.
WHO said this meant care during the transition phase was "critical".
The report found that 13.5 percent of deaths in prison were caused by suicide and that 14 percent of EU states do not screen for severe mental health disorders on arrival in prison.
Europe's prisons also have a reoccurring problem of overcrowding, which can affect the health of detainees.
An estimated 6 million people are being incarcerated each year in the region, according to WHO.
Eight countries including France, Italy and Portugal have "a serious overall problem" with overcrowding, according to a 2018 study by the Council of Europe.