"The specific case of Sheikh Nimr al-Nimr raises serious concerns regarding freedom of expression and the respect of basic civil and political rights, to be safeguarded in all cases, also in the framework of the fight against terrorism," EU foreign policy chief Federica Mogherini said in a statement.
"This case has also the potential of enflaming further the sectarian tensions that already bring so much damage to the entire region, with dangerous consequences," she said.
He was one of driving forces between protests that broke out in 2011 in the kingdom's east, and his execution sparked a furious response across the Middle East, with Iran warning Riyadh would pay a "high price".
Among others executed were Sunnis convicted of involvement in deadly Al-Qaeda attacks, with the Saudi government saying all 47 were guilty of adopting radical ideology, joining "terrorist organisations" and implementing various "criminal plots".
She reiterated the EU's "strong opposition" to the death penalty, especially mass executions.
