In a letter to the messaging firm, they asked it to stop sharing data until it was clear that European privacy rules were not being broken.
WhatsApp said it was working with data watchdogs to address their concerns.
In August this year, WhatsApp revealed that it would be sharing more information with Facebook, which bought the messaging app in early 2014 for $19bn (£16bn). WhatsApp justified the change by saying this would mean suggestions about who people should connect with would be “more relevant”.
But many criticised its decision because of earlier pledges that WhatsApp had made to remain independent of Facebook.
The decision to share information prompted investigations by data protection bodies across Europe. Now, the Article 29 Working Party, the collective association of data watchdogs, said more work needed to be done to ensure regional rules governing privacy were not broken when information passed from one firm to another.
A WhatsApp spokeswoman said: “We’ve had constructive conversations, including before our update, and we remain committed to respecting applicable law.”