The letter, sent to the European Union's High Representative for Foreign Affairs Josep Borrell, was signed by the foreign ministers of the Czech Republic, Estonia, Finland, Lithuania Latvia, Poland, Sweden and Romania.
But officials said it was also supported by the Netherlands, France, Ireland and Denmark, bringing total support to 12 countries.
"Mr Navalny's death is yet another sign of the accelerating and systematic repression in Russia. This calls for collective action," the foreign ministers' letter said.
"We believe there is a strong case for a separate Russia-specific sanctions regime designed to address the situation in the country," the letter said.
"The new regime would provide a solid legal basis to list individuals from Russia's repressive state apparatus, including those involved in politically motivated rulings against members of the civil society and the democratic opposition and their subsequent detention, such as those responsible within the judicial chain (prosecutors, courts penitentiary)," it said.
Navalny, 47, died on Feb. 16 in an Arctic penal colony where he was serving a lengthy jail sentence. His wife and supporters have accused President Vladimir Putin of causing his death, an accusation the Kremlin denies. His death sentence says he died of natural causes, according to his supporters.
(Reporting by Jan Strupczewski; Editing by Gareth Jones)
