Heavy smog has enveloped much of Europe this winter prompting emergency measures in several big cities including London, Paris and Berlin.
"The European Commission sends final warnings to Germany, France, Spain, Italy and the United Kingdom for failing to address repeated breaches of air pollution limits for nitrogen dioxide," the European Commission said.
The commission, the executive arm of the 28-country union, said it urged the countries "to take action to ensure good air quality and safeguard public health."
EU countries can be hit with large financial penalties by the commission if they break the union's rules.
The commission said that "persistently high" levels of nitrogen dioxide caused 70,000 premature deaths in Europe in 2013.
This was almost three times the number of deaths by road traffic accidents in the same year, it added.