The request comes after Myanmar military admitted that some of its soldiers were involved in the murder of 10 captured Rohingya men in western Rakhine state in September last year and buried them in a mass grave near Inn Din village in Maungdaw township.
In a statement, the EU said, "These reports of brutal killings confirm the urgent need for a throughout and credible investigation. Impunity of perpetrators of such serious human rights violations must end."
"The government of Myanmar should fully cooperate with Human Rights Council's independent international fact-finding mission and other independent observers, including journalists and to provide for their full, safe and unhindered access to all conflict areas without delay."
"This grisly admission is a sharp departure from the army's policy of blanket denial of any wrongdoing. However, it is only the tip of the iceberg and warrants a serious independent investigation into what other atrocities were committed," Amnesty International regional director for Southeast Asia and the Pacific, James Gomez, said in a statement.
More than 655,000 Rohingyas have crossed into Bangladesh since August 25 last year, escaping a military crackdown in the Rakhine state, which many countries and human rights bodies have described as ethnic cleansing.
On October 12, a United Nations' report based on interviews conducted in Bangladesh found that brutal attacks against Rohingyas in the northern Rakhine state have been well-organised, coordinated and systematic, with the intent of not only driving the population out of Myanmar but preventing them from returning to their homes.