"It is lamentable that the Sri Lankan government denied him a visa," Czech Foreign Minister Karel Schwarzenberg, whose country holds the EU's rotating presidency, said after talks among the bloc's foreign ministers in Luxembourg.
"I do think it is a grave mistake of the Sri Lankan government, which will of course have repercussions in Europe and will influence the further relations between the Sri Lankan government and the European states."
Schwarzenberg praised Bildt for his work for peace and on human rights.
Earlier, Bildt announced that he had recalled Sweden's top diplomat in Sri Lanka for consultations after the visa was denied, on the eve of a planned trip there with his British and French counterparts.
Bildt was set to travel with them in a bid to secure a ceasefire in the northeast of the country where government troops are fighting Tamil Tigers and where tens of thousands of civilians are said to be trapped.
"The Sri Lankan authorities have said that they don't accept m