The CIA has declined to comment on claims of a covert prison network |
A US newspaper said such prisons were set up in eight countries - some of them unnamed Eastern European states.
A rights group has suggested Romania and Poland might have been involved, but both states have issued denials.
The US state department says it has not received a request from the EU to co-operate with any investigation.
"If we do receive a request, we will take a look at it," spokesman Sean McCormack said.
The International Committee of the Red Cross has said it wants access to all foreign terror suspects held by the US.
Human rights laws
The CIA has refused to comment on the existence of the secret detention sites, as reported in Washington Post newspaper.
EU spokesman Friso Roscam Abbing told the BBC News website that any such prisons would probably violate EU human rights laws.
He said that EU justice experts would be contacting all 25 member states over the issue, but he stressed that a formal investigation had not been launched.
The centres - known as "black sites" - were set up in the wake of the 11 September attacks on the US in 2001, the paper says.
Those with close links to the intelligence agencies say the US government keeps suspected al-Qaeda operatives secretly incarcerated on foreign soil so that they are not able to contest their detention in US courts and can be interrogated over a long period.
According to the Washington Post, about 30 detainees, considered major terrorism suspects, were held by the CIA in the "black sites". Another group of at least 70 detainees have since been handed over to intelligence services in Egypt, Jordan, Morocco, Afghanistan and other countries.
Denials
The Washington Post said it had not published the names of the Eastern European countries involved in the programme at the request of senior US officials, for fear of damaging counter-terrorism efforts.
US-based Human Rights Watch has said that a study of international air flight data, covering the summer of 2003, appears to suggest the "black sites" are in Romania and a former military airport in north-east Poland.
Romanian Prime Minister Calin Tariceanu said: "There are no CIA bases in Romania".
Poland saw the swearing in of a new government on Monday. Former Defence Minister Jerzy Szmajdzinski said: "We aren't detaining terrorists, or interrogating them, or doing anything else with them."
The denial theoretically leaves open the possibility that prisoners have been detained on Polish soil by the Americans themselves, says the BBC's Jan Repa.
Czech Interior Minister Frantisek Bublan said his country and a further 10 unnamed countries had rejected a US request to take prisoners being held at the Guantanamo Bay prison camp base.
The Washington Post also named Afghanistan and Thailand as hosts of secret jails, which are now said to have closed. Thailand has issued a denial.