The President of the European Commission Jose Manuel Barroso has told Ukraine its future is "in Europe".
Mr Yekhanurov says 14 laws must be changed for Ukraine to join WTO
However, he urged the country not to talk much about EU membership for now, but instead to take concrete steps that showed commitment to European values.
Ukraine's new Prime Minister Yuri Yekhanurov was in Brussels to discuss his plans for economic reform.
Officials say that if the reforms continue, the EU may recognise Ukraine as a market economy by 1 December.
That is the date set for an EU-Ukraine summit in Kiev.
Recognition as a market economy is a precondition for joining the World Trade Organization (WTO), which Ukraine aims to do by the end of the year.
Mr Yekhanurov said his government planned to push through 14 amendments to existing legislation in order to fulfil WTO conditions.
"It is very important to make others understand that the course we promised after the [Orange] revolution is being followed with concrete steps," he said.
Mr Barroso said the EU recognised that Ukraine had made some progress and hoped that the country would gain market economy status "sooner rather than later".
Mr Yekhanurov said the slowing of Ukraine's growth rate from close to 12% in 2004 to less than 5% this year was a "disturbing signal".
"The economic imbalances resulting from excessive desire to resolve social problems are becoming more apparent," he said, referring to spending programmes initiated by his predecessor, Yulia Tymoshenko.
He appealed to investors to keep coming to Ukraine and gave reassurances that no more privatisations made under the last president, Leonid Kuchma, would be reviewed.
In an interview with the Wall Street Journal on Wednesday, Mr Yekhanurov sought to play down the political tensions which led to Ms Tymoshenko being sacked.
"We need fewer words and more action," he told the paper.
Instead, his government would look to provide stability, and strengthen Ukraine's standing in Europe and with Russia.
Prior to Brussels, Mr Yekhanurov was in Moscow with President Vladimir Putin.