The move comes after French health regulators said last week they were considering limiting use of some birth control pills after a woman sued the German drugmaker over alleged side-effects.
In a statement responding to reports about the so-called "third-generation" contraceptive pills and blood clots known as venous thromboembolisms, the European Medicines Agency (EMA) said it was already well known that the pills "carry a very rare risk of blood clots".
It said that risk differs between types of combined contraceptives.
"These products are constantly and rigorously kept under close monitoring. There is currently no new evidence that would suggest any change to the known safety profile of any combined contraceptives marketed today," the agency said. "There is no reason for any woman to stop using her contraception."
EMA says the risk of a blood clot is twice as high for women using third and fourth-generation pills than for those using earlier versions, although it remains low. The risk of a stroke is the same.
France's health ministry said on January 3 it would stop reimbursing prescription costs of third-generation pills from March 31 after a 25-year-old woman sued Bayer and a French official over a stroke she suffered following use of the third-generation contraceptive pill Meliane.
An inquiry found her use of the pill could have been responsible for the stroke, which led to partial paralysis. Her lawyers argue Bayer should have withdrawn its pill from the market.
The EMA said Europe's regulatory network had a robust system in place to deal with safety issues with medicines.
"Under this system, any new safety-related evidence that a member state has, should be made available to the European Medicines Agency so that it can be assessed and appropriate actions can be taken to protect patients right across the European Union," it said.
(Reporting by Kate Kelland; Editing by Mark Potter)