In a wide-ranging speech, Michelle Bachelet addresses human rights issues in Venezuela, China and Saudi Arabia.
The joint statement, read out by Harald Aspelund, Iceland’s ambassador to the Geneva talks, is the first rebuke of the kingdom from the UN forum since it was set up in 2006.
“It is a success for Europe to be united on this,” an envoy of an EU country told Reuters news agency.
“The circumstances of Mr Khashoggi’s death reaffirm the need to protect journalists and to uphold the right to freedom of expression around the world,” the statement, as read out by Aspelund, said.
“Investigations into the killing must be independent and transparent. Those responsible must be held to account.
“We call on Saudi Arabia to take meaningful steps to ensure that all members of the public, including human rights defenders and journalists, can freely and fully exercise their rights to freedoms of expression, opinion and association, including online, without fear of reprisals.”
Al Jazeera’s Nadim Baba, reporting from the European Commission headquarters in Brussels, said it was significant that all 28 EU member states signed the statement.
“They were very strong in the aftermath of Khashoggi’s murder in their reaction and they’ve been frustrated by the slow progress in terms of justice,” he said.
“They’ve been under pressure as well to do more against Saudi Arabia over its perceived human rights record, not just at home with the arrest and prepared trials of those women activists, but over its record in the war in Yemen as well. They know they’re under pressure and they’ve come out with this strong action.”
The statement follows a speech by UN human rights chief Michelle Bachelet on Wednesday in Geneva, in which she urged Saudi Arabia to release the 10 female activists allegedly tortured in detention after authorities accused them of harming the country’s interests.
Some of those detained, including those who campaigned for the right to drive, have been subjected to electric shocks, flogging, sexual assault and other forms of torture, activists say.
Last week. the Saudi deputy public prosecutor told Saudi-owned newspaper Alsharq Alawsat the reports were “false” and his office had looked into media reports that the women were tortured and found no evidence.
Also on Thursday, Saudi Arabia avoided being placed on the EU’s Money Laundering and Terrorism Financing blacklist, which identifies places that are not doing enough to prevent illegal financial transactions.
In February, a new blacklist featuring several United States territories, along with Saudi Arabia, was drawn up at the European Commission, which meant that banks carrying out transactions with those states would face increased scrutiny.
Saudi Arabia’s King Salman responded by writing a letter to EU leaders saying that the move could affect investment flows between his country and the EU. The US also criticised the list.
Speaking to Al Jazeera, EU director of Transparency International, Carl Dolan, said the US and Saudi Arabia put a lot of pressure on the EU governments ahead of the decision.
“I think the decision today is a clear example of the diplomatic interests of member states trumping the fight against dirty money,” said Dolan.
“It’s been a bonanza year for money laundering scandals in the EU. Clearly the financial system in the EU has a soft underbelly when it comes to corruption and money laundering so it’s time for strong words and actions like this blacklist, rather than rhetoric.”