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We present a comprehensive analysis of the whole sample of available XMM-Newton observations of high-mass X-ray binaries (HMXBs) until August 2013, focusing on the FeKα emission line. This line is key to better understanding the physical properties of the material surrounding the X-ray source within a few stellar radii (the circumstellar medium). We collected observations from 46 HMXBs and detected FeKα in 21 of them. We used the standard classification of HMXBs to divide the sample into different groups. We find that (1) different classes of HMXBs display different qualitative behaviours in the FeKα spectral region. This is visible especially in SGXBs (showing ubiquitous Fe fluorescence but not recombination Fe lines) and in γ Cass analogues (showing both fluorescent and recombination Fe lines). (2) FeKα is centred at a mean value of 6.42 keV. Considering the instrumental and fits uncertainties, this value is compatible with ionization states that are lower than Fe xvii