More demonstrations are expected in Albania this week, the EU Observer said Monday.
"We urgently appeal to all political forces to call for calm and refrain from provocation," two EU officials said in a joint statement.
"In order for Albania to progress on its European path, we once again urge Albanian politicians to engage in a constructive political dialogue to resolve without any further delay the longstanding political stalemate and to mobilize the countries' energies to this end," the statement by EU foreign policy chief Catherine Ashton and enlargement commissioner Stefan Fuele said.
Socialist Party Chairman Edi Rama, who is also the mayor of Tirana, leads Albania's opposition. He called for additional protests against the government.
"We shall continue our struggle in a determined way, because the way out is clear -- either a free Albania for all, or keep the people subdued under the boot of barbaric power," Rama said at the funeral for one the dead protesters.
Prime Minister Sali Berisha, who is also a member of the ruling Democratic Party, announced a rally "against violence" on Wednesday.
Albania's current political problems are tied to the 2009 elections, which weren't recognized by the opposition. It alleges the election was rigged to favor Berisha.
Albania is one of the poorest countries in Europe. While it is a member of NATO, it has been unable to gain entry into the European Union because of its political problems.