Zarif announced on Twitter last night that he had asked to quit, but it is unclear whether his resignation will be accepted.
Mogherini "is concerned by the resignation of Mr Zarif. She's following the situation closely and she hopes it doesn't take effect," a source in the European Commission told Euronews.
The person added that the EU's policy would not change regardless.
Federica Mogherini negotiated for months with Mohammad Javad Zarif to conclude the 2015 nuclear deal between Tehran and world powers.
However, that deal has come under strain since Donald Trump withdrew from the accord with the EU coming under pressure to compensate Iran economically for the impact of renewed US sanctions.