The "habitable zone" isn't so well defined, though. Europa's believed to have an ocean of liquid water and heat from tidal forces. Mars may well have liquid water at times, and who knows what we'd find miles down underground - we've found all sorts of extremophile life in mines we never expected to.
Well Mars is inside the traditionally defined habitable zone (which extends halfway into the asteroid belt), but Europa is a point. More generally one can imagine e.g. larger rocky planets whose active core keeps them warm, rather than just their sun.
