The European Police Office, the European Union's law enforcement agency, issued a 51-page situation report Thursday highlighting threats to Europea.
A British statement this week condemning the car bombing of the French Embassy in Tripoli suggested it may have been a response to the French military intervention in Mali.
The Malian government in January called on French support to help thwart nomadic Tuareg rebels and al-Qaida fighters who seized territory in northern Mali following a 2012 coup.
Europol said the situation in Mali requires "significant attention" as an "attractive destination" for would-be militants inspired by religious conflict.
"These individuals may pose a threat on their return to the EU," the report said.
The U.N. Security Council passed a resolution Thursday to authorize an 11,200-strong peacekeeping mission for Mali. The mission would take over from African forces in Mali starting in July.
A partial text of the resolution published by Bloomberg News states that a French contingent would remain in place that would use "all necessary means" if Mali comes under an "imminent and serious threat."
Europol warned that intervention may have consequences for member states.
"The international military intervention in Mali, which started in early 2013, may attract further potential fighters from the EU," its report said.