Baroness Ashton's office said both leaders had undertaken to work together to normalise relations.
Baroness Ashton had written to Mr Jalili last October with an offer of new talks.
Italian centre-right MEP Licia Ronzulli accused EU officials, including High Representative Baroness Ashton, of ignoring their plight.
Mr Wammen was addressing the plenary on behalf of Baroness Ashton, the EU's High Representative for Foreign Affairs.
During the opening three-hour session, Baroness Ashton presented what has been described as a revised offer to Iran.
Baroness Ashton and Mr Van Rompuy were chosen unanimously by the 27 EU leaders at a summit in Brussels.
BBC: News - EU foreign affairs chief Lady Ashton dismisses critics
Baroness Ashton told MEPs that Europe's primary aim was to deliver quick relief to the "most affected and vulnerable population".
The debate followed a statement by EU High Representative Baroness Ashton, following the country's disputed parliamentary elections in December 2011.
Baroness Ashton's statement also looked ahead to the country's presidential election in March, in which Prime Minister Putin is seen as front-runner.
In her statement, Baroness Ashton did not say who the EU believed was responsible for Mr Shihadeh's death, which happened on Tuesday.
BBC: Member of EU Syria delegation killed in Damascus suburb
On the same day that the letter was sent to Baroness Ashton, Iran's president, Mahmoud Ahmadinejad, was making defiantly upbeat announcements about the country's nuclear progress.
Baroness Ashton has said the EU was considering sanctions, including travel bans and asset freezes, to "put as much pressure as possible" on Libya to stop the violence.
And German Green MEP Franziska Brantner hit out at EU High Representative for Foreign Affairs Baroness Ashton, accusing her of deploying "empty phrases" on human rights in Egypt.
Former leader of the House of Lords Baroness Ashton has been nominated to fill this position, which is being supported by a new European External Action Service.
Speaking to Arab League members in Cairo on Monday, EU foreign policy head Baroness Ashton said the move had "endangered and undermined the tentative agreement to begin proximity talks".
Baroness Ashton agreed that Russia's political pluralism "faces obstacles".
However Baroness Ashton pointed to reports by observers from the Organisation for Security and Co-operation in Europe (OSCE) who said the polls were slanted in favour of the pro-Kremlin party United Russia.
The Mail on Sunday reported that Mr Mitchell could be in line for a political comeback as Britain's next EU commissioner when Baroness Ashton finishes her term as foreign affairs envoy next year.
Serbia's Deputy Prime Minister Aleksandar Vucic called for more talks with rival ethnic Albanians leaders of Kosovo - even though Baroness Ashton said after last week's failed talks that the EU's mediation bid had ended.
Baroness Ashton said it was not for her to recommend recognition, but that it was an issue for the president of the European Parliament and for the European Council, a stance that was criticised by MEPs - including vice president Giovanni Pittella.
Baroness Catherine Ashton, the High Representative for Foreign Affairs, has made no policy of note and struggled with only indifferent success to establish her authority against other E.
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And two, how come someone as inexperienced as Baroness (Catherine) Ashton was chosen, rather than a heavy hitter like Lord (Peter) Mandelson, who was actively campaigning for the post in the last days before the EU summit on November 19th.
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