The call follows the acknowledgement by U.S. President George W. Bush on September 6 that the CIA operates a number of secret prisons for suspected terrorists.
EU spokesman Friso Roscam Abbing said the EU could not "jump to conclusions" without knowing if any of its member states had hosted the prisons.
However, he said that the disclosure by Bush about the clandestine prisons was "specific" enough to prompt an EU inquiry.
UN Secretary-General Kofi Annan said after meeting with Spanish Prime Minister Jose Luis Rodriguez Zapatero in Madrid commented that "we need to be careful not to undermine human rights and civil liberties in this fight against terrorism, because if we do, we are handing the terrorists a victory they cannot win on their own."
Poland today again denied that any of its facilities have ever hosted terrorism suspects. Romania, which has faced similar claims that it has harbored secret CIA detention facilities, said there was no proof that such a facility existed on its territory.