The foreign ministers of the three countries wrote to EU foreign policy chief Catherine Ashton last week calling for tougher measures as the showdown with Iran becomes more tense, a European diplomat told AFP on condition of anonymity.
Details of the new measures are still being worked on but EU foreign ministers will discuss the move at a meeting in Brussels on October 15th.
"It is necessary that we sharpen the sanctions," said a second western official, confirming the request.
"We think there is still time for a political solution, a diplomatic solution, and this is what we are working for. But we cannot accept nuclear weapons in the hands of Iran," said the official, also speaking on condition of anonymity.
Ashton is to chair a meeting in New York on Thursday of the six nations -- the EU three, plus the United States, Russia and China -- who have been seeking to negotiate a solution with Iran.
UN chief Ban Ki-moon met Sunday with Iranian President Mahmoud Ahmadinejad who is in New York to attend the United Nations General Assembly where his country's nuclear drive will be one of the key topics of controversy.
"The Secretary-General urged Iran to take the measures necessary to build international confidence in the exclusively peaceful nature of its nuclear program," said a UN spokeswoman, Vannina Maestracci.
Ban and Ahmadinejad also discussed the war in Syria and the protests in the Muslim world against a US-made film that mocks Islam.