The warning, already compulsory in France and highlighting health risks for pregnant women who drink alcohol, will be progressively added to Pernod Ricard's vast collection of wine and spirit brands in the first half of next year.
The move, made by the world's second biggest drinks firm, marks an escalation in the push to promote responsible drinking across the EU.
It comes several weeks after a blueprint for reducing alcohol-related harm was published by the European Commission, calling for greater commitment from both drinks firms and governments.
An initial show of support from Pernod, which owns Jacob's Creek wines and Jameson Irish whiskey, will be welcomed by the Commission, which backed down on threats of legislation in favour of a self-regulatory approach.
Alcohol is the third biggest cause of premature death and illness in the EU, responsible for 195,000 deaths every year, and cost the bloc €125bn in 2003, the Commission revealed in its recent report.
The French government made warning labels for pregnant women law after research showed 700 French children were born with Foetal Alcohol Syndrome in 2001.
Pernod's decision to back warning labels for pregnant women across the EU puts pressure on competitors to follow.
In the UK, where binge-drinking is now among the worst in Europe, many in the drinks industry continued to emphasise caution over labelling.
"We have no intention of following the Pernod Ricard plans at the moment," said a spokesperson for Scottish & Newcastle, the UK's largest brewer. It, like Pernod, will have to print warnings for pregnant women on its drinks brands in France.
"In the UK we took the decision to put the government's responsible drinking message on our products," the spokesperson said.
"Labels are only a very small part of consumer education," said another UK drinks industry source.
Efforts were being made, he said, however. The industry claims its responsible drinking website, Drinkaware, was registering 50,000 hits per day, while the Drinkaware logo now appears on drinks adverts and products.
The government, meanwhile, has stepped up its own drive to curb excessive drinking, recently launching a £4m alcohol awareness campaign, entitled 'Know Your Limits', aimed at 16-24-year-olds.