Those authorities have concluded that the new policy violates European law, European Union Justice Commissioner Viviane Reding told BBC Radio 4.
France's data protection authority has taken the lead in probing the new policy.
"They have come to the conclusion that they are deeply concerned, and that the new rules are not in accordance with the European law, and that the transparency rules have not been applied," Reding said, according to Reuters.
European authorities pressed Google to delay its rollout until they can investigate further. Google has declined to do that.
Google undertook what it called a massive notification plan to give users more than a month to get familiar with the new rules. It says the new policy will be easier for users to understand and will help deliver more personalized services.
This week the Trans Atlantic Consumer Dialogue, which makes policy recommendations to the U.S. and the European Union, called on Google to halt the new policy. Japan has also asked Google to handle user information with care.
U.S. consumer watchdogs say Google is looking to more precisely target advertising, and they complain that Google leaves users no choice other than to quit using Google services. They say that steps Google users take such as deleting their Web history will not keep Google from monitoring them.
Google defended its new policy Thursday, saying it's easier for consumers to understand. It dismissed criticism as "chatter and confusion."
Danny Sullivan, editor of SearchEngineLand.com, said consumers may want to pay closer attention to ad networks and others who track their digital footprints across the Web.
"Everything that the European Union and France are saying needs to stop is the equivalent of trying to shut one barn door when everyone else's horses have already escaped," Sullivan said.