The Eurasian Red Squirrel is a forest squirrel native to Europe and northern Asia and is not native to the United States. Fur can be red, brown, gray, or almost black. In its native range, the species is often called simply the red squirrel; in the United States that name usually means the smaller American Red Squirrel.
In the United States, a wild “red squirrel” is usually the American Red Squirrel; the Eurasian species is native to Europe and northern Asia. A photo without a location may not separate them reliably.
Why they get mixed upBoth are commonly called “red squirrel,” but they belong to different genera and live on different continents.