(1) Background: accident rates prove the uneven development of the member countries in the area of work safety. Remedial actions and structural programmes should take into account, e.g., the level of work safety in all European Union (EU) countries. Aim: the identification of differences in the level of work safety in the production sector of EU countries, especially the so-called “old” and “new” EU countries. (2) Methods: for each country UE (in 2008–2018), the relative risk (RR) of an accident at work was determined and a comparative analysis was conducted. (3) Results: an increase in the RR of an accident at work was observed along with an increase in the GDP of a given country. It was found that the level of occupational safety in Sweden and the United Kingdom is higher than in other countries, and lower in Spain and Portugal. In the three largest economies of the EU, Germany, France, and Italy, the RR of the accident in the industrial sector in relation to the national data is one of the lowest in the entire EU, not exceeding 1.3. In The Netherlands, an increase of 1.7 RR of fatal accidents in the industrial sector was observed between 2008 and 2018. (4) Conclusions: RR in the manufacturing sector of the so-called “old” EU is higher than in the so-called “new” EU, which may result from the implementation of Industry 4.0 assumptions in the “old” EU. The presented results and conclusions may be useful in shaping the EU policy in the field of sustainable development of production sectors of individual member countries.