This was already answered in the comments but I couldn't resist to give some further examples and my comment ended up being to long for a comment.
Firstly from the case of dimension $2$, one may think that the Euler characteristic of such manifolds is even, but this is not the case. In algebraic geometry there is an interesting class of surfaces called ball quotients. Quotients of a unit open ball in $\mathbb{C}^n$ acting freely and properly discontinuously.
There have been ball quotients of complex dimension two (hence real dimension $4$), which have the same Betti numbers as $\mathbb{CP}^2$ hence Euler characteristic $3$. These are usually called fake projective planes.
At this point, I would like to mention the closely related notion of an aspherical manifold, a manifold whose universal cover is contractible. But note that in dimension $n \geq 4$ this notion differs from being covered by $\mathbb{R}^n$, since there are contractible manifolds not homeomorphic to $\mathbb{R}^n$.
A consequence of the geometrization conjecture (proved by Perelman) says that a closed aspherical $3$-manifold has universal cover homeomorphic to $\mathbb{R}^3$
Luo constructed a closed $4$-manifold, whose universal cover is contractible, which has the same Betti numbers as $S^{4}$ and hence $\chi=2$ (note that taking products of $2$-manifolds can't give such a value). However in his constructions the universal cover is not homeomorphic to $\mathbb{R}^4$.
I think the last noteworthy thing to mention if $M$ is a quotient of a group acting on $\mathbb{R}^n$ freely and properly discontinuously by isometries of the Euclidean metric then the statement is true. This follows from the theorem of Bieberbach that every flat manifold is finitely covered by a torus of the same dimension.