"We can not, as the European Union, obviously take concrete measures to take him [Kohver] back," Mogherini said, adding that measures the EU can take to support Estonian authorities in the pursuit to ensure the safe return of their officer from Russia, were discussed at Monday's meetings. "It is not for the European Union to step in, but to support and to back the Estonian authorities' activities, steps and initiatives as much as we can," she said.

Mogherini promised to also raise the issue at the upcoming UN General Assembly in New York.

"This is one of the issues that we constantly raise, not only me personally but also through our delegation in Moscow," she said. "The Russians know very well where we stand in this case."

Mogherini and Estonian FM Marina Kaljurand also discussed the continued detention of Estonian pirate-hunters in India. The latest hearing in the case took place on Monday and the next has been scheduled for September 14. However, it remains unknown when the crew will be allowed to return to Estonia. Estonia has called the situation of its citizens inhumane.

Kaljurand and Mogherini further discussed the refugee situation, regional security, EU solidarity, Ukraine conflict, and eastern partnership.

Before a join press conference, Mogherini gave a presentation to the heads of Estonian foreign missions and later met with Prime Minister Taavi Rõivas.

Estonia is the 14th EU country High Representative Mogherini has visited since assuming office in November 2014.

Click here for pictures of the visit.