The anti-terror police units were participating as part of the Atlas network, which carries out crisis response simulations at the European level, the European Commission, based in Brussels, said in a release.
The nine sites are in Austria, Belgium, Ireland, Italy, Latvia, Slovakia, Spain, Sweden and Romania.
"The fight against terrorism is one of the key challenges to our internal security," said EU Commissioner for Home Affairs Cecilia Malmstrom. "Terrorism does not recognize borders and maintaining public security is a complex challenge which requires the coordination of our efforts. I believe that the cooperation between police authorities in Europe is more necessary now than ever and I welcome the exercise of the Atlas network."
The 2013 exercise, called "Common Challenge," simulates terrorist attacks in nine aspects of public life, including attacks on power plants, schools and transportation, the European Commission said.
The Atlas Network, created in 2001, is an association of special police units of the 27 European Union members.