The regulatory agency responded after more than a dozen EU countries suspended the Oxford-AstraZeneca coronavirus vaccine due to health concerns.
The agency is "still firmly convinced that the benefits of the AstraZeneca vaccine in preventing COVID-19 with its associated risk of hospitalization and death outweigh the risk of these side effects," said Executive Director Emer Cooke.
Evaluation of individual incidents is expected to complete a full review on Thursday.
The WHO, AstraZeneca, and the EMA have all insisted the AstraZeneca shot is safe, and that there is no link between the vaccine and reported blood clots.
Germany, France and Italy joined other EU countries in suspending the use of the vaccine on Monday. Sweden and Latvia followed suit on Tuesday.
The vaccine was developed by British-Swedish firm AstraZeneca and the University of Oxford in England. More than 11 million doses have been administered in the UK, without any major problems reported.
On speculation that incidents of blood clots were related to a specific vaccine batch, Cooke said it was "unlikely" but the EMA was not ruling it out.
"We are looking at adverse events associated with all vaccines," Cooke said when asked if it was probing the Pfizer-BioNTech and Moderna vaccines as well, following reports of clotting with those jabs in the United States.
A World Health Organization (WHO) committee of experts is also reviewing isolated cases of blood clots and low platelet counts in vaccinated individuals.
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