European Commission President Ursula von der Leyen has said the European Commission will remain vigilant over the murder of Daphne Caruana Galizia.

Speaking during her State of the Union address on Wednesday, von der Leyen said there could be "no impunity" for the journalist's murder.

"Let me be clear: There can be no impunity from Daphne's murder," she said.

Her comments came days after Yorgen Fenech was acquitted of charges that he masterminded Caruana Galizia's assassination, prompting international criticism and renewed scrutiny of the case.

Von der Leyen recalled how Caruana Galizia's murder had contributed to the impetus behind the EU's Media Freedom Act.

She also referred to a visit she made to the journalist's memorial in Malta five years ago, when she was accompanied by members of her family.

"I remember their hope that justice would soon be served," von der Leyen said.

"Today, it is disheartening to see that the pursuit of justice is not over yet."

Her intervention came as protests were due to take place across Europe on Wednesday evening calling for justice over Caruana Galizia's assassination.

In Malta, demonstrators are expected to gather in Valletta for a protest organised by civil society organisation Repubblika.

Reacting to von der Leyen's remarks, MEP David Casa said her message now needed to be followed by concrete action.

Casa said Caruana Galizia's family and the Maltese public deserved answers and justice rather than another expression of concern.

He argued that Maltese authorities should be held accountable for institutional failures which, he said, had contributed to delays in securing justice.

"The acquittal cannot mean closing the book on who commissioned Daphne's murder," Casa said.

"There can be no impunity for Daphne."