European Commission antitrust chief Margrethe Vestager said Gazprom was barring EU clients from selling on its gas to other states -- a particular concern in recent efforts to aid Ukraine -- and pressuring governments to back its pipeline interests.
State-controlled Gazprom is a vital supplier of energy to Europe despite the EU's frequent political disputes with Moscow.
The Commission's investigation, opened in September 2012, had initially covered Poland, the Czech Republic, Slovakia, Hungary, Bulgaria, Estonia, Latvia and Lithuania.
Relations with Russia, and Gazprom in particular, have since been poisoned more by the East-West confrontation over Ukraine.
"Gazprom is dominant in all these markets," EU Competition Commissioner Vestager told a news conference. "Our preliminary view alleges that Gazprom is abusing this position."
"Gazprom has been able to charge higher prices in some countries without fearing that ... gas would flow in from where prices were lower," she said of contracts with the three ex-Soviet Baltic states and formerly communist Poland and Bulgaria.
Vestager said in prices in some countries were as much as 40 percent higher than in others.