The administration of US President Donald Trump is weighing deep cuts to its budget for diplomacy and foreign aid.
Mogherini delivered the message during a meeting of the UN Security Council that she also used to highlight EU support for the Iran nuclear deal and the Paris Agreement on climate change.
"Let me be very clear and speak directly to our American friends," Mogherini told the council meeting attended by US Ambassador Nikki Haley.
"It is essential for us that we all keep investing in these UN agencies. They are as important to global peace as defense spending -- and sometimes even more."
The administration of US President Donald Trump is weighing deep cuts to its budget for diplomacy and foreign aid while seeking a $54 billion boost in military spending.
The United States is the biggest contributor to the United Nations, paying 22 percent of the $5.4 billion core budget and 28.5 percent of the $7.9 billion peacekeeping budget.
Mogherini argued that supporting the United Nations was for European countries a "crucial investment in our security", stressing that voluntary contributions from EU countries amounted to half of the total UN budget.
European countries "proudly and smartly invest" in the World Food Program, the UN children's agency UNICEF and the Palestinian refugee agency UNRWA, Mogherini noted.
The EU foreign policy chief expressed hope that the United States will remain committed to the Paris Agreement, noting that signatories develop their own action plans for limiting carbon emissions under the deal.
"I am sure there is room for the US administration to find its own path, being part of what the world has agreed together," said Mogherini.
A White House meeting of Trump's top aides to discuss the climate deal was postponed on Tuesday as capitals awaited a decision on whether the United States -- the world's second largest polluter after China -- will pull out of the agreement.
Turning to the Iran nuclear deal that the administration has criticized, Mogherini stressed that the UN's nuclear watchdog, the IAEA, had confirmed five times that it was being implemented by Tehran.
The Iran deal "set a milestone for non-proliferation, making everyone more secure -- in the region, in Europe and in the world," she asserted.
Taking the floor, Haley did not respond directly to the appeal to maintain UN funding but said the United States will work closely with the European Union to "support UN priorities."
Haley called on European countries to do more to counter what she termed as Iran's "destabilizing actions" in the Middle East and to maximize pressure on North Korea to put a stop to its nuclear and missile tests.
Mogherini's remarks to the UN top body came two days after pro-Europe centrist Macron won the French presidency, injecting new optimism over the EU's future.
"The European Union is here to stay," Mogherini told reporters after the council meeting.
Despite Britain's decision to leave the bloc, the EU will remain a "reliable, predictable, cooperative, indispensable partner for the United Nations and the entire world," she said, adding that this was "especially important in times of uncertainly as the ones we are living."