The list includes Dmitry Kozak, Russia's deputy prime minister; Russian military chief Valery Gerasimov; and pro-Russian separatists in Ukraine including Denis Pushilin, the self-declared leader of the "Donetsk People's Republic."
The sanctions, which go into immediate effect, include asset freezes and travel bans.
The EU said the 15 are "responsible for actions which undermine or threaten the territorial integrity, sovereignty and independence of Ukraine."
EU foreign policy chief Catherine Ashton said she was alarmed by the worsening security situation in eastern Ukraine, and she called on Russia to take "concrete steps" in support of an international deal signed this month aimed at easing tensions.
She warned that if necessary, the European Union "will look at possible additional individual measures" related to the crisis.
Ashton also condemned an attack on the mayor of Kharkiv on Monday and the continued detention by pro-Russian militants of a team of military observers from the Organization for Security and Co-operation in Europe.
"All persons still illegally detained by armed groups in eastern Ukraine need to be immediately released," she said.
Western nations accuse Moscow of supporting the separatist gunmen who are occupying official buildings in cities across the region and are holding the OSCE team hostage.
Russia disputes that claim, saying it has no direct influence over the pro-Russian activists.
Russia: 'Aren't you ashamed?'
In a statement on its website Tuesday, the Russian Foreign Ministry said the EU sanctions "cannot but cause rejection" and show a lack of comprehension of Ukraine's internal political situation.
"Instead of making the Kiev faction sit at the negotiating table with southeastern Ukraine, our partners follow Washington's lead with new unfriendly gestures regarding Russia," it said.
The EU action is "a direct invitation for local neo-Nazis to continue to promote anarchy and outrages regarding the civilians of the southeast," it said, repeating Russia's contention that ultranationalist groups are behind the unrest in Ukraine.
The statement concluded with the question, "Aren't you ashamed?"
On Monday, Russia promised a painful response to sanctions imposed by the United States.
Sergei Ryabkov, Russia's deputy minister for foreign relations, called the U.S. measures "meaningless, shameful, and disgusting."
"It will only intensify all the processes in Ukraine which it intends to change or stop," Ryabkov told CNN, speaking English.
"The U.S. does literally nothing to impress its cronies and clients in Kiev on whom there is full responsibility for constant deterioration of the situation in Ukraine. This is what needs to be changed and not the policy of Russia.
"A response of Moscow will follow, and it will be painfully felt in Washington, D.C."
Russia has not yet said what measures it will impose against Western interests.
In its latest round of sanctions, the U.S. targeted seven Russian government officials and 17 companies linked to Russian President Vladimir Putin.
The White House said the seven Russians, including two from Putin's inner circle, are now subject to a freeze on any assets they hold in the United States and a ban on U.S. travel.
The two seen as closest to Putin are Igor Sechin, chairman of Russian oil giant Rosneft, and Sergey Chemezov, director general of Rostec, a large state-owned industrial conglomerate in Russia.
The companies the U.S. named are all linked to officials and oligarchs already designated last month, and the list did not include Rosneft itself or gas exporter Gazprom.
In addition, the United States will deny export license applications for any high-technology items that could contribute to Russian military capabilities.
The Commerce and State departments will revoke any existing export licenses that meet these conditions, the White House said in a statement.
"The sanctions build on the ones that were already in place. We're moving forward with an expanded list of individuals," U.S. President Barack Obama earlier told reporters in Manila, Philippines.
The move, Obama said, was to spur Putin to "walk the walk, not just talk the talk" in resolving the crisis in Ukraine.
If the latest round of sanctions does not work, the next phase could target economic sectors like banking, Obama said.
Altogether, the United States and European Union have now imposed asset freezes and travel bans on 66 individuals, mainly senior Russian officials.
The United States has sanctioned 18 companies in total.
Meanwhile, Britain is hosting a two-day international meeting aimed at helping Ukraine's government recover stolen assets, following claims of widespread corruption within the government of ousted Ukrainian President Viktor Yanukovych.
UK Home Secretary Theresa May, U.S. Attorney General Eric Holder and the head of the Ukrainian delegation, acting Prosecutor General Oleh Makhnitskyi, are all taking part in the London forum.
May and Holder warned that it could take a long time to identify and recover stolen assets, but they said they're determined to make sure they are returned to the Ukrainian people.
"What we have committed to do is to persevere, to follow leads wherever we can find them," said Holder.
Makhnitskyi said that the investigators' attention was focused on recent years when Yanukovych and his associates were in charge and that they would try to get results as soon as possible.
"The Ukrainian society already demands results from the government," he said.
Yanukovych fled to Russia in February after months of street protests prompted by his decision to drop closer trade ties with Europe and turn instead toward Moscow.
Kharkiv mayor being treated in Israel
Kharkiv Mayor Gennady Kernes, who city officials said underwent emergency surgery after being shot in the back Monday, is being treated in Israel, a hospital official said Tuesday.
Kernes arrived at Elisha Hospital in Haifa overnight, the hospital's chief accountant Jacob Karwasser told CNN.
The mayor is now "under control" in stable condition, he said, and has family members with him.
It's not known who is paying the bills for Kernes at the private hospital.
The attack on Kernes happened around noon local time Monday, the Kharkiv city office official website said.
It was not immediately clear who was responsible for the shooting.
The online statement said a bullet casing was found at the scene.
Police said an investigation unit was trying to determine the circumstances of the shooting.
Source: CNN World