The leaders of Serbia and its former southern province Kosovo have spoken by phone in the first direct talks without foreign mediators since a 1998-99 war, both countries said on Thursday.

The telephone call late on Wednesday coincided with the first visit to Pristina and Belgrade by Federica Mogherini since taking over as the European Union's foreign policy chief, with Serbia impatient to start accession talks with the bloc.

"I have to have talks, and some of my talks are not popular," said Serbian Prime Minister Aleksandar Vucic.

Neither side divulged much on the substance of the telephone call, though Vucic said he and Kosovo Prime Minister Isa Mustafa had touched on the issue of ethnic Serbs living in majority-Albanian Kosovo, which declared independence in 2008.

Mustafa said Vucic had initiated the call. Vucic did not confirm this.

Serbia does not recognize Kosovo as sovereign, but previously fraught relations have relaxed over the past several years at the prodding of the EU, which both countries one day want to join.

Previously, talks have always been mediated by the EU, United Nations or foreign powers. The EU has taken the lead since Kosovo's declaration of independence.

Serbia's hopes of opening the first chapter in EU accession talks hinge on implementation of a landmark, EU-brokered deal in 2013 to regulate relations with Kosovo but which is still unfulfilled.

"Just the fact that there is a direct contact without necessarily the facilitation of Brussels is a new result of the dialogue itself," Mogherini said in Pristina.

The foreign policy chief was due in Belgrade on Friday.

Twenty-three of the EU's 28 members recognize Kosovo as independent, among more than a 100 states worldwide.

"We agreed that for urgent issues we might have on the ground we can communicate directly to find solutions," Mustafa said.