In Helsinki the government said that the 10 monitors return home by Wednesday.
Most of the Swedish observers are also on the point of leaving, but a handful will remain in the capital Colombo at the disposal of the embassy, the Swedish foreign ministry said.
The Danish foreign ministry also confirmed that the 12 Danish observers would be back in Denmark by the end of the week.
The return of the observers has sparked fears of increased violence between the Sri Lankan government and Tamil Tiger rebels.
The withdrawal is coming in response to the rebels' demand that monitors from European Union member states Sweden, Denmark and Finland leave the country after the 25-nation bloc added the LTTE to its list of "terrorist" organisations in May.
The other members of the 57-member observer mission come from non-EU states Iceland and Norway.
The departure of the EU observers is expected to cripple the Swedish-led Sri Lanka Monitoring Mission (SLMM) at a time when the monitors have asked fo