Badawi's sentence of 1,000 lashes and 10 years in prison has generated worldwide concern.
Andrej Plenkovic, one of seven visiting MEPs, told reporters they raised Badawi's case during a meeting with Bandar al-Aiban, president of the Saudi Human Rights Commission.
"We mentioned the winner of the Sakharov prize for 2015, Mr Badawi," said Plenkovic, vice-chairman of the Foreign Affairs Committee.
The European Parliament's annual Sakharov prize honours individuals who combat intolerance, fanaticism and oppression.
Badawi's wife, who lives in Canada, accepted the award on his behalf in December.
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At the ceremony in Strasbourg, Parliament head Martin Schulz called on Saudi King Salman "to grant mercy to Raif Badawi and without further ado release him and allow him to return to his family".
In Riyadh, human rights commissioner Aiban told the MEPs "how the case was handled under the law of Saudi Arabia", Plenkovic said.
Badawi, 32, was arrested in 2012. His initial public flogging of 50 lashes in January last year sparked an international outcry against Saudi Arabia and its human rights record.
The remaining lashes have not been administered.
Badawi co-founded the Saudi Liberal Network Internet discussion group which promoted free speech and sought an end to the influence of religious leaders on public life in one of the world's most conservative countries.
The MEPs also met King Salman and other senior officials with whom they discussed Yemen and Syria, as well as the need for "de-escalation" of tensions between Saudi Arabia and its regional rival Iran, Plenkovic said.