The blast on Sunday, North Korea's sixth nuclear test and most powerful to date, triggered global condemnation and calls by the US, South Korea, Japan and others for stronger United Nations Security Council sanctions against the North.
EU diplomatic chief Federica Mogherini said she would urge the bloc's foreign ministers who are meeting in Tallinn to support a new Security Council resolution and adopt tougher economic measures.
"Today we are facing a different level of threat that is clearly a threat to global peace and security and the entire non-proliferation regime," she said.
"I will put forward to ministers to work in the coming days to increase EU autonomous sanctions."
The EU already has a broad range of sanctions in place against the North, and while work on new measures will begin on Thursday, Mogherini said no formal decision was expected immediately.
"Our European line is very clear on this: more economic pressure, more diplomatic pressure, unity with the regional and international partners we have," she said.
Fresh EU sanctions would likely target sectors of the North Korean economy that bring in the cash that funds the regime's nuclear programme -- ports, fishing and a possible oil embargo, a diplomatic source told AFP.
Another option would be to blacklist Kim Jong-Un himself, a move that would freeze his assets in the EU and ban him from flying to or through its territory, the source said.
Washington has asked the UN to put an oil embargo on the North, but faces resistance from Russia and Pyongyang's chief ally China, which has long been reluctant to take measures that could trigger instability or a refugee exodus on its border.
A draft Security Council resolution seen by AFP takes aim directly at the North Korean leadership, proposing adding Kim to the UN's own sanctions blacklist.