Richard Scudamore told BBC radio it would be "incongruous" for the league to support an exit from the EU.
"Are we better acting like we want to play our part in the world and be worldly citizens, or do we want to send a signal to the world that says, actually, we're kind of pulling the drawbridge up here?" Scudamore said.
"Well, that doesn't seem to sit very well when you travel the world like we do."
Britons vote on Thursday on whether to stay or leave the EU. The free movement of labour, a central tenet of the bloc, has allowed soccer clubs to hire large numbers of players from across the EU.
The BBC reported in March that 332 European players in the Premier League, the second-tier Championship and the Scottish Premiership would fail to meet existing criteria for non-EU players if Britain broke away from the bloc.
Players from outside the bloc are usually required to have been chosen for the national teams of their home countries before being given work permits in Britain.
The official Vote Leave campaign, which wants Britain to leave the EU, has said British-born players would have more opportunities if the country no longer had to follow the EU's freedom of movement rules, and that clubs could have more freedom to sign players from around the world.
(Reporting by Freya Berry; editing by William Schomberg)
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