EWEA's conclusion follows analysis of a report, conducted by Ecofys for the European Commission. The report considers factors such as subsidies and the impact on society or the environment.
The costs for energy in the report is shown in three groups. The first is levelised cost of energy, the second is interventions, such as support and subsidies from governments, and third is external factors, such as costs to the environment.
Looking at all three categories combined, onshore wind comes out cheapest, EWEA concluded.
EWEA's figures based on the EC data reveal onshore wind costs EUR 105/MWh compared to coal which costs between EUR 162/MWh and EUR 233/MWh.
Gas costs approximately EUR 164/MWh and nuclear energy costs EUR 133/MWh, the association said.
Offshore wind costs EUR 186/MWh, according to this analysis.
EWEA's deputy CEO Justin Wilkes said, "Renewables are regularly denigrated for being too expensive and a drain on the taxpayer.
"Not only does the Commission's report show the alarming cost of coal but it also presents onshore wind as both cheaper and more environmentally-friendly."
The totals are estimations as the data is presented as a bar graph with EUR 25/MWh intervals.
Read the EC report here. The EWEA figures are calculated from the table on page 52.