Kubilius was commenting on Vladimir Putin's statement made on Sunday, in which the Russian president condemned the European Commission's probe, saying that it was not helpful to bilateral relations.
"Russia's leaders are really quite concerned about this investigation. The practice that Gazprom has until now used in supplying gas to Central Europe, particularly to those countries in which it has historically held monopolistic rights since the Soviet times, does not comply with European rules of fair competition. The Russian leaders understand this very well. That is why they are looking at the European Commission's probe with such concern," he told LRT Radio.
Russian leaders' reaction shows that the investigation can deliver the results Europe needs, the prime minister thinks.
"All Europe needs is that Gazprom, a key gas supplier to Europe, start following European rules. The sooner this happens, the better it will be for Gazprom itself and for European consumers," Kubilius said.
"I am not hearing, for example, Norwegian gas suppliers - who supply large amounts of gas to the European Union, in fact, similar to those supplied by Russia - complaining about (having to comply with) European rules in supplying gas to European consumers," he added.
The Russian president on Sunday condemned the European Commission's anti-trust probe into Gazprom, saying that it was "unconstructive."
The European Commission said last week that it had opened a formal investigation into whether Gazprom might be hindering competition in Central and Eastern European gas markets, in breach of EU antitrust rules. The EU's executive body said that it would investigate three suspected activities: hindering free flow of gas between EU countries; preventing diversification of gas supply; and imposing unfair prices on customers.
Lithuania currently pays the highest price for Gazprom's natural gas in the EU, at 1,578 litas (EUR 457.4) per 1,000 cubic meters, including capacity and transportation charges.