Journalist Haze Fan is a Chinese citizen and has worked for Bloomberg since 2017. Last week, she was arrested in her apartment by plainclothes police.
According to Chinese authorities, she is suspected of "involvement in criminal activities that endanger national security", reports The Guardian.
Last summer, an Australian reporter, who worked for state-owned CGTN, was arrested under similar conditions.
According to Reporters Without Borders, more than 100 journalists and bloggers are currently under arrest in China, while opposition to foreign media is only growing.
In the spring, the Chinese Foreign Ministry ordered journalists from three American newspapers to submit their press cards - which was condemned and called an "attack on press freedom" by one of the newspapers, the Wall Street Journal.
China: Respect our sovereignty
This weekend, the EU called on China to release all journalists arrested for their work.
In the statement, the EU writes that it also expects China to provide Haze Fan with medical assistance if needed, allow her the legal assistance she wants, and contact with her family.
China is now responding to the EU by ensuring that the rights of fans are respected and that the country protects the citizens' freedom of expression in accordance with the law.
Through Wang Wenbin, a spokesman for the country's foreign ministry, they also called on the EU to "respect China's legal sovereignty and stop making irresponsible remarks," Reuters reports.
It is also said that this is "entirely an internal Chinese issue and no other country or organization has the right to get involved," writes the BBC.