The EU is astonished by the move, which appeared to have no justification, a spokeswoman said.
Agnes Guillaud has 72 hours to leave the country, without getting a reason.
The EU has been critical of The Gambia's human rights record, particularly regarding its laws penalising homosexuality.
Last year the EU blocked nearly $15m in aid to The Gambia.
President Yahya Jammeh, 50, has governed the small west African nation with a firm hand since he came to power in a coup 20 years ago.
He has crushed dissent and faces mounting international criticism over issues ranging from human rights to his stated belief that he can cure Aids.
The president has also implemented tough measures against Gambia's lesbian, gay, bisexual and transgender community. He has called gay people "vermin" and has threatened to slit their throats.
Homosexual acts are illegal in The Gambia. MPs passed a bill last August imposing life sentences for "aggravated homosexuality".
The EU summoned the Gambian ambassador on Saturday to seek an explanation for the expulsion, officials said.
"There appears to be no justification for the decision by the Gambian authorities. We are astonished by this announcement which came with no explanations," a spokeswoman said.
The Gambia has accused both the US and the EU of conducting a campaign to besmirch the image of the country because of its position against homosexuality.
"The government reminds all that homosexuality is totally against the religious, cultural and traditional values of The Gambia and would thus not be tolerated," a statement from President Jammeh's office said on Friday.
The European Union (EU) has summoned the Gambian ambassador for an explanation after its representative to the country was expelled.