Scientists said that wasn't a good sign for the Schiaparelli lander, but it was too soon to give up on the craft.
ESA successfully put Schiaparelli's mother ship, which will analyze the Martian atmosphere, into orbit.
But several hours after the lander was supposed to have touched down at 1448 GMT, there was no firm word on its fate.
"The signal (from Schiaparelli) went through the majority of the descent phase but it stopped at a certain point that we reckon was before the landing," Paolo Ferri, ESA's head of operations, said at mission control in Darmstadt, Germany.
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An update is expected tomorrow, he said.
Schiaparelli was meant to test technology for a future European robotic mission to Mars. It is part of a larger international mission called ExoMars that will help in the hunt for life on the planet.
Schiaparelli was released from the mother ship, the Trace Gas Orbiter, on Sunday.
Scientists said the gentle approach would turn into a six-minute hell ride when the probe plunged into the hot, dusty Martian atmosphere and hurtled toward the surface at 21,000 kilometers an hour.
Landing a spacecraft on Mars is notoriously difficult and several past missions have failed, including the European Space Agency's previous attempt in 2003 with the rover Beagle 2.
It made it to Mars but its solar panels didn't unfold properly, preventing it from communicating.
While Schiaparelli has some scientific instruments on board, its main purpose was to rehearse the landing and test technology for a European rover mission to Mars in 2020.
NASA has successfully placed several robotic vehicles on the planet, including the Opportunity and Curiosity rovers.
Schiaparelli took off for Mars in March aboard a Russian rocket together with the Trace Gas Orbiter.
The orbiter, which also has NASA-made instruments on board, will act as a radio relay for future missions from the surface of Mars, as well as analyze methane and other gases in the atmosphere.
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