Mr Frattini made his request for information on Monday's events in a letter to Hungary's Justice Minister Jozsef Petretei.
A spokesman for Mr Frattini said the letter asked for "clarification on the allegation of the possible excessive use of force".
Street battle
Around 100 people were hospitalised after Monday's violence which began when police moved to evict a protest camp from outside parliament in central Budapest.
It turned into a 12-hour street battle between police and thousands of mostly far-right anti-government protesters.
At one point a group of demonstrators briefly commandeered a tank taken from an exhibition marking the 1956 anti-Soviet uprising and tried to drive it into riot police.
Eventually the police used a snow plough to break through the barricades and disperse the demonstrators.
Kossuth Square outside parliament has been cordoned off by police since Monday and Budapest's city authorities have moved to restrict protests.
Resignations demanded
The BBC's Nick Thorpe reports from Budapest that accusations of police brutality have been coming thick and fast.
The main opposition Fidesz party has called for the resignation of Budapest's police chief Peter Gergenyi.
He denies his men used excessive force and has been backed by the governing socialists and liberals.
Hungarian Prime Minister Ferenc Gyurcsany has already called for an investigation, but said it needed to wait until tensions in the capital had eased.
There have been protests demanding Mr Gyurcsany's resignation for nearly six weeks.
On 17 September a recording was leaked of Mr Gyurcsany admitting he lied to win re-election.
He insists the protests will not affect his government and it will press ahead with economic reform measures.