Fico has accused Kyiv of damaging Slovakia by not extending a gas transit deal with Russia.
He has threatened to retaliate by cutting emergency electricity supplies to Ukraine and on Thursday said his government could also halt humanitarian aid or use its veto right in the European Union related to Ukraine issues.
Speaking to reporters in Brussels, Fico said the government did not want to raise tensions but would look at measures if no solution is found.
He reiterated the halt to Ukraine transit would cost Slovakia 500 million euros in transit fees and 1 billion euros in higher gas prices.
Working group
Slovakia and the European Commission said they agreed on setting up a working group to assess the situation and see what help the EU could provide.
Russian gas exports to Europe via Ukraine ended on New Year's Day, when a transit contract expired. Kyiv refused to renegotiate any deal that would feed revenue to Moscow which could be used to fund its war in Ukraine.
Slovakia tried unsuccessfully last year to have the transit deal extended and had looked at solutions involving buying the gas and taking ownership of it before it reached Ukraine for transit.
But Fico said Ukrainian President Volodymyr Zelenskyy ended chances of a deal at an EU summit in December.