The letter, signed by the Italian, French, Polish and Hungarian foreign ministers asks for the persecution of Christians to be discussed at a meeting of EU foreign ministers on 31 January, the sources said.
It calls for concrete action to be taken to uphold respect for religious freedom and freedom of expression, said the sources.
The request followed the New Year's Eve suicide bombing at a minority Coptic Christian church in northern Egypt that killed 23 people and injured almost 80 more and a series of attacks against Christians in Iraq. Christians have also been targeted by extremists in Pakistan and India and elsewhere.
Frattini said on Friday he had been briefed his Egyptian counterpart Ahmed Abul Gheit on Cairo's investigation of the bombing in the port city of Alexandria , which it believes was the work of a foreign plot.
"I received from my colleague, Egypt's foreign minister Ahmed Abul Gheit, a document describing the investigative action underway in the wake of the terrible terrorist attack in Alexandria against the Coptic cathedral," Frattini said in a statement.
He said he was "fully satisfied" with the direction of the Egyptian probe and the heightened security measures put in place by Egypt's authorities for the Coptic Christmas on Friday.
"I would like to express my appreciation for the Egyptian government's renewed commitment to fighting terrorism and defending the rights of all Egyptians, irrespective of their faith," Frattini's statement concluded.