EU Enlargement Commissioner Johannes Hahn said Kosovo and Serbia “should not jeopardize what has been achieved”.
“They need to look forward, not back," Hahn added.
Monday’s statement follows weekend tensions when Serbia reopened a railway line to Kosovo, closed 18 years ago in NATO bombing amid the breakup of Yugoslavia.
Kosovo declared independence from Serbia in 2008 but Belgrade insists the country remains part of Serbia. Since then tensions have remained by between Kosovo’s ethnic-Albanian majority and a small Serb minority in the north.
The train itself was decked out in the colors of the Serbian flag. Text reading “Kosovo is Serbia” in 21 languages was also printed on its sides. The train was later stopped by the authorities in the Serbian border city of Raska.
The train later returned to Belgrade.
Kosovo’s first reaction came from President Hashim Thaci.
Thaci took to social media to describe the attempted train journey as a “dangerous provocation”.
"Kosovo respects freedom of movement, but the entry of a train that is a contradiction to Kosovo’s constitution cannot be accepted,” he added.
At a news conference, Kosovan Prime Minister Isa Mustafa described the event as "an ungrateful game” by Serbia.
"It was necessary for the train to return,” he told reporters.
“It was not permissible to enter independent and sovereign Kosovo. If the train entered Kosovo, the country would act in accordance with the law," Mustafa added.
Serbian Prime Minister Aleksandar Vucic told reporters on Saturday night he gave an order to stop the train before the border in order to save the lives of citizens and prevent large-scale conflict.
Vucic also claimed Albanian special forces tried to blow up the train tracks and that Albanians living in Kosovo had tried to lay mines on the route, something later denied by Kosovan police.
"I am pleased to show you that we are defending our freedom and our lives, peace rather than conflict," said Vucic, emphasizing he was proud of the decision to stop the train at Raska.
The train was intended to operate a route from the Serbian capital Belgrade to Kosovska Mitrovica.
Mitrovica is in northern Kosovo and has a Serb-majority population.
EU Enlargement Commissioner Johannes Hahn said on Monday that Kosovo and Serbia needed to look forward.
"They should not jeopardize what has been achieved in the dialogue. They need to look forward, not back," said Han.
However, according to Serbian news portal B92, quoting a Pristina-based newspaper, Albanian Prime Minister Edi Rama said on Monday "Serbs can enter Kosovo only as tourists".
"These games with trains and planes are political maneuvering [for] political results," Rama was quoted as saying.
Kosovo is a former Serbian province with nearly 1.8 million people, over 90 percent of whom are Kosovar Albanians.
It is recognized by over 100 countries, including the U.S., Britain, France, Germany and Turkey.
Serbia, Russia and China are among the countries that have not yet recognized Kosovo’s independence.