The EU's lead spokesperson for foreign affairs and security policy, Peter Stano, said in a tweet Monday that the EU was "shocked about the tragic death of journalist Irina Slavina."
Slavina, whose real name was Irina Murakhtaeva, set herself on fire on Friday in the city of Nizhny Novgorod, 400 kilometers east of Moscow, according to a statement from the Russian Investigative Committee.
The Investigative Committee denied any link between the search of Slavina's apartment on the eve of her death and her act of self-immolation.
The 47-year-old was editor-in-chief of the small local news outlet Koza Press, which confirmed that she set herself on fire outside the regional department of the interior ministry in Nizhny Novgorod.
A graphic video showing a woman who appears to be Slavina setting herself on fire surfaced Friday on the Russian Telegram-based news outlet BAZA.
Stano said Slavina's death "needs to be thoroughly investigated also in light of pressures exerted on her for her work & activities."
Slavina's lawyer Evgeny Gubin told CNN after her death that she had been feeling the strain of a number of lawsuits filed against her. Gubin said he guessed that she had been "put on edge" by the "reports, court hearings, huge fines for what she didn't do."
In a Facebook post on Thursday night, Slavina said her apartment had been raided by officers from the Investigative Committee and Russian special forces police who seized flash drives, laptops, phones, and notebooks. This was followed by a post on Friday asking people "to blame the Russian Federation for my death."
Slavina had foreshadowed her death last summer when she questioned on Facebook whether if she arranged "an act of self-immolation near the FSB entrance or the city's prosecutor's office" it would "at least bring our state any closer to a bright future."
The Investigative Committee said in a statement on its website: "The reports that the death of the deceased is connected to the searches carried out on the eve of her death have no grounds. She was a witness and was neither a suspect nor an accused in the framework of the investigation of the criminal case."
Kremlin spokesman Dmitry Peskov said: "Of course, this is a tragic incident. We offer condolences to her relatives. We do not have the details, but we would like to bring to attention the reaction of Governor [of the Nizhny Novgorod region, Gleb] Nikitin who said that he would definitely figure out what had happened. There is no reason to doubt that the governor will sort out the state of the matter and will find out the reasons that could become a cause for suicide."
When asked whether this was up to the Kremlin, Peskov said: "No."
The International Federation of Journalists called on Russian authorities to investigate Slavina's death, along with the European Federation of Journalists and the Russian Union of Journalists.
The Coalition For Women In Journalism (CFWIJ) said it was "devastated" by the news. "This news has broken our hearts, but we are also enraged to have lost a fearless journalist to state oppression in a country where practicing free speech is becoming increasingly difficult each day. Irina deserves justice and her perpetrators must be tried in the court of law," it said in a statement Saturday.
Russia last year introduced a series of internet and media laws that drew concerns from activists around potential censorship and surveillance.