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Denmark's foreign minister called on Tuesday for European Union-wide sanctions on Russia over a stand-off with Ukraine in the Sea of Azov.

Anders Samuelsen will meet Ukraine's foreign minister, Pavlo Klimkin, on Tuesday and Wednesday and visit the city of Mariupol by the Sea of Azov, the foreign ministry said in a statement, Reuters said.

"I believe the EU needs to react to Russia's aggressive behavior," Samuelsen said in the statement.

Read alsoDenmark's FM warns Russia of new EU sanctions over capture of Ukrainian sailors

The EU will issue a demarche – a formal diplomatic protest note – to Moscow as early as this week over Russia's continued detention of 24 Ukrainian sailors captured during the incident in November, diplomat sources told Reuters last week.

European foreign ministers meet on Thursday this week to discuss Ukraine and other issues.