A similar poll last November had the economic situation, employment, and public deficits top of the list.
Since then immigration has been a hot topic, with Italy, Greece and Malta having to deal with unprecedented arrivals by sea from Africa and the Middle East.
The latest flashpoint is in Calais, northern France, where each day hundreds of migrants attempt to sneak across to Britain via the Channel tunnel.
According to the study, released yesterday, 38 per cent of respondents across the European Union cited immigration as their top concern.
"It is the number one most frequently cited concern in 20 Member States reaching peaks in Malta (65 per cent) and Germany (55 per cent)."
The "expectations for the economy are improving and support for the euro remains stable," according to the findings of the "Spring 2015 Standard Eurobarometer" poll.
Concern for terrorism at EU level has also increased significantly since November, up six points to 17 per cent.
According to the study, the number of Europeans who say they have a positive image of the EU has risen from 39 per cent last November to 41 per cent in May, with only 19 per cent having a negative image.
The poll was conducted through face-to-face interviews in May with more than 30,000 people across the EU's member states and candidate countries.
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