It is the first foreign delegation to visit Kashmir after the scrapping of Article 370 on August 5.
After checking into at a five-star hotel here, the MEPs were taken to the Army's 15 Corps headquarters at Badami Bagh where top army commanders briefed them about the situation in Kashmir.
The MEPs have come under criticism after it emerged that several of them belonged to right-wing parties in Italy, France and Germany.
Former Chief Minister Mehbooba Mufti's daughter, Iltija Mufti, who operates her mother's Twitter account, posted: "Reports of stone pelting & massive shutdown in Srinagar today. Wondering what outcome GOI expected by sending a group of mostly right leaning Islamophobic EUMPs to Kashmir? Were you expecting nine million oppressed Kashmiris to lay out a red carpet for them?"
"To justify a hare brained disruptive decision, India's democratic credentials are being sullied internationally."
The delegation will also get briefings from the J&K administration and the police.
The visit, however, triggered violence in Kashmir.
Incidents of stone pelting and clashes were reported from several areas in Srinagar including Chanpora, Rambagh, Maisuma and others, leaving six people reportedly injured.
Shops and businesses remained closed and even private transport was playing less than routine in view of heightened tension.
In some areas, youths had blocked the road to prevent the movement of traffic.
There were also reports of firing on a security patrol in Drubgaon in Pulwama in south Kashmir, but no injuries were reported so far. The area was cordoned off after the firing, with additional forces.
Meanwhile, 60,000 students appeared for their Class 10 exams in 4,000 centres across the Valley.
"Due to the prevailing situation in Kashmir, education has suffered a lot," said Jaza Lateef, a candidate appearing at the SP Higher Secondary School here. "We couldn't cover our syllabus so some leniency should be given to us to some extent."
( With inputs from IANS )