There are concerns at the heart of Brussels that upcoming elections could radically change the make-up of the EU.

Amid a wave of anti-EU sentiment across many of the 28 member states, it's expected that the upcoming elections in May — which elects representatives to the European Parliament — will see support for parties that have railed against the institution.

"We might be the last (European) Commission that really is made up of people, who really believe in Europe," Cecilia Malmstrom, the European commissioner for trade, said at a panel at the World Economic Forum (WEF) in Davos, Thursday.

"Yes, I am very worried," Malmstrom added.

The European Parliament, once formed, has a say on who will be the next president of the Commission and what their team will look like. Thus, the next Commission will be a reflection of what happens in the election. Typically at the EU, the Commission would propose and enforce the laws for members states and the Parliament would approve or reject those laws.

Separately, former Finnish Prime minister Alexander Stubb told CNBC in Davos that the vote would be "as messy as the national elections have been."

"It will be difficult to master compromises. We will probably need a coalition of three, maybe four or five parties," he added.