Former president Musharraf has also predicted early general elections and urged his party to prepare for national campaign.
Two other militants were shot dead in a gun battle with police a day earlier.
Militants claim Khawery Mehsud was killed by a U.S. drone in Afghanistan.
Senior party leaders, including chief Altaf Hussain, deny Saulat Mirza’s allegations.
Foreign ministry spokeswoman says Islamabad is engaging with E.U. on the matter.
Charges unlikely to prompt immediate action against MQM chief, who remains in self-exile in London.
Agency director says current facilities are insufficient to adequately prepare agents for service.