We report the finding of a regional sub-lithospheric low velocity layer through the analysis of P-receiver functions in the Canary Islands, a volcanic archipelago in the east central Atlantic. The Moho discontinuity deepens towards the east, varying in depth from 11.5 to 12.5 km beneath the western islands up to 20–30 km beneath the eastern islands. The low velocity layer underneath the lithospheric mantle is located about 45–65 km of depth. This layer produces a delay of the arrival times of the converted phases at 410- and 660-discontinuities relative to the standard earth models. Other than the delays induced by the shallow low velocity material, there is no evidence of thickness variations in the mantle transition zone, indicating no upper mantle thermal perturbations. Beneath the majority of the islands, the low velocity layer is characterized by VP/VS greater than 1.81, suggesting the ubiquitous presence of melt (higher than 3%) beneath the islands. Our results support geodynamic models for the Canaries region that include a low velocity layer in the upper mantle, without a thermal anomaly perturbing the mantle transition zone discontinuities (410 and 660 km).