Her family wants Prime Minister Joseph Muscat to step down immediately and allow an investigation into her death.
In Malta, Prime Minister Joseph Muscat has announced he will resign in mid-January, amid the investigation into the murder of prominent investigative journalist Daphne Caruana Galizia, who was killed by a vehicle bomb in 2017.
Muscat said in a televised message that he had informed Maltese President George Vella that he would quit as leader of the governing Labor Party on January 12 and that "in the days after I will resign as prime minister".
Reporting from the Maltese capital, Al Jazeera's Neave Barker said Muscat's pledge to resign in January had inflamed tensions further.More news: Iran: death toll from protests crackdown exceeds 200
Caruana Galizia's son Andrew told Al Jazeera he hoped that it could be a real turning point for the country.
In a short statement to the press on Monday, Muscat said he will "limit" himself to day-to-day operations of running the government, according to the Times of Malta. Outside the building, hundreds of protesters chanted "Mafia, mafia". "The case showed that Malta's institutions work and everyone is equal before the law", he said. As a result, Tourism Minister Konrad Mizzi and Economy Minister Chris Cardona both stepped down, as well as the prime minister's chief of staff, Keith Schembri, who had his house searched by police last week.
The government has rejected his bid for a pardon.
In a packed schedule for a two-day visit, MEPs will be meeting government officials as well as the Attorney General, the Police Commissioner and investigators assigned to the investigation into the journalist's assassination.More news: Arsenal keeper Leno reveals Ljungberg reaction during Norwich draw
Last week, the former chief aide to Muscat was questioned by police investigating Galizia's killing.
Malta's political elite has been shaken as the murder inquiry picked up pace in recent days, more than two years after the crusading investigative journalist was assassinated by a vehicle bomb.
Critics are angry with Muscat for sticking by Schembri, and for including him in security briefings on the investigation even after Fenech was identified as a suspect in the murder and as an associate of Schembri.
The writ also made reference to Consuelo Scerii Herrera's removal from the inquiry into the vehicle bomb explosion, back in 2017, after the family had said that Scerri Herrera was a frequent target of criticism of Caruana Galizia, having taken the blogger to court for libel.More news: European Union regulators to investigate how Google and Facebook handle user data
The slain reporter had written extensively about suspected corruption in political and business circles on the European Union nation, an attractive financial haven for many investors.