With several European countries having recently suspended the vaccine, the EMA said in a statement that the probe was a "precaution" while it investigates reports of people developing blood clots after receiving the jab in recent weeks.
"Events involving blood clots, some with unusual features such as low numbers of platelets, have occurred in a very small number of people who received the vaccine," it said, adding that thousands of people develop blood clots annually in the EU for different reasons.
"The number of thromboembolic events [blood clots] overall in vaccinated people seems not to be higher than that seen in the general population," it added.
The body underlined that it is working closely with the company, with experts in blood disorders, and with other health authorities in the investigation, with rigorous analysis of all the data related to thromboembolic events to be carried out in the coming days.
So far, Germany, France, Italy, Ireland, the Netherlands, Denmark, and Norway are among the countries that have suspended the AstraZeneca jab.
AstraZeneca's coronavirus vaccine is used to prevent the COVID-19 infection in people aged 18 years and above. It has been designed to prepare the immune system to identify and combat the coronavirus SARS-CoV-2 causing COVID-19.
The viral vector technology used for this vaccine has been successfully tested and employed in the prevention of other diseases in several countries.