An ongoing controversy revolves around the detailed structure of the subducting European and Adriatic plates under the Alps and the adjacent orogens. Mostly based on P‐wave travel time tomographic images, slab break‐off at different times, reversals of subduction polarity and segmentation of the slab into independent units have been proposed. These processes may have important geodynamic consequences such as rapid surface uplift, past magmatic events or changes in the style of continental collision. However, some of the tomographic results are contradictory, particularly evident in the uppermost mantle where teleseismic P waves traverse the medium almost vertically with few ray crossings and a stronger dependence on the crustal correction. In this work, we present the result of an innovative joint inversion approach using surface‐ and teleseismic body‐wave travel times to mitigate some of the shortcomings in both data types. Applying a reversible‐jump Markov chain Monte Carlo approach, we simultaneously constrain the vP and vS structure and their uncertainties in the crust and upper mantle. The results indicate a continuous slab structure from the crust‐mantle boundary down to at least 400 km depth under the western, central and eastern Alps. The results, however, also suggest that fitting the data within their respective measurement uncertainties may not be sufficient to reliably determine the presence of a shallow slab break‐off beneath the Alps.