On October 22, 2013, the EU parliamentary committee on Organised Crime, Corruption, and Money Laundering has suggested to create a unified protection programme and the EU Parliament has adopted a resolution, stating the following, among other things:
Calls on the Commission, by the end of 2013, to submit a legislative
proposal establishing an effective and comprehensive European
whistleblower protection programme in the public and in the private
sector to protect those who detect inefficient management and
irregularities and report cases of national and cross-border
corruption relating to EU financial interests and to protect
witnesses, informers, and those who cooperate with the courts, and in
particular witnesses testifying against mafia-type and other criminal
organisations, with a view to resolving the difficult conditions under
which they have to live (from risks of retaliation to the breakdown of
family ties or from being uprooted from their home territory to social
and professional exclusion); calls also on the Member States to put in
place appropriate and effective protection for whistleblowers. (cited from here)
The European Commission, however, has rejected the request.