Warplanes from Saudi Arabia and Arab allies struck Yemen's capital, Sanaa, on Thursday.
"I'm convinced that military action is not a solution. At this critical juncture all regional actors should act responsibly and constructively, to create as a matter of urgency the conditions for a return to negotiations," Mogherini said in a statement.
Saudi Arabia began launching airstrikes in Yemen where the Ansarullah revolutionaries have acquired power.
Warplanes of the Royal Saudi Air Force reportedly bombed the positions of the Ansarullah fighters and launched attacks against the Sana'a airport and the Dulaimi airbase early on Thursday.
At least 25 civilians were killed and 40 others injured in Saudi-led airstrikes in the Yemeni capital.
The Saudi airstrikes came a day after the US-backed Yemeni president fled the country.
US President Barack Obama authorized the provision of logistical and intelligence support to the military operations, National Security Council Spokesperson Bernadette Meehan said late Wednesday night.
She added that while US forces were not taking direct military action in Yemen, Washington was establishing a Joint Planning Cell with Saudi Arabia to coordinate US military and intelligence support.
At least 25 Yemeni civilians, including children, were killed and tens of other wounded in the today morning Saudi air strike.