EU leaders called for new sanctions at a summit on August 30th and their ambassadors to Brussels agreed on a new package last Friday, but their implementation has been put off to monitor the progress of a Ukraine ceasefire.
Asked when the sanctions should be brought into force, given apparent reservations among some EU member states, Mogherini said "it is first wise to find unity on timing".
"If we do not stand united...this is going to be our weakness and Russia's strength," she told a seminar.
"Our role is to find consensus," Mogherini added, saying she was speaking in her capacity as foreign minister of Italy, which holds the current rotating presidency of the European Union.
The 28-member state ambassadors took up the issue in Brussels again on Wednesday, with the talks dragging on without an announcement.
There was "a debate going on what is the [best] time" to impose the sanctions given that a Ukraine ceasefire agreed on Friday appeared to be holding, Mogherini said.
The EU did not want to give a "contradictory signal" which could undermine peace efforts, she said, noting that some member states wanted to take the issue back up to EU leaders in an effort to get overall agreement.
An EU summit agreed late last month on the need for another package of tough economic sanctions after Russia allegedly sent troops and heavy equipment into eastern Ukraine to support pro-Moscow rebels there.
These sanctions were agreed Friday and formally approved on Monday by member states but with the important caveat that they would be linked to progress on the ceasefire and only introduced "in a few days," rather than immediately as had been expected at first.
The ambassadors "will return to the issue, including an assessment of the implementation of the ceasefire," Maja Kocijancic, a spokeswoman for EU foreign affairs head Catherine Ashton, had said on Tuesday.
"The ceasefire appears to be holding, with some incidents, and we will continue to follow the situation," Kocijancic said.
Details of the new sanctions will only be available once they are listed in the EU Official Journal, which also brings them into effect.
Diplomats say they would likely limit access to financial markets by Russian oil companies such as Rosneft and Transneft plus the petroleum unit of gas giant Gazprom.
They cover the same four areas as previous measures adopted in July - capital markets, defence, dual-use goods with both military and civilian capabilities, and oil technology, they add.