The report found that the PS3 and 360 both contained "very high" levels of chemicals, called phthalates, which are used to "soften" flexible materials like wires and cable coatings.
They are not permitted in toys sold in Europe but under EU regulations games consoles are not classed as toys.
Ms Al-Hajj said: "We see a gap there. For us this is still a toy.
"And whether or not it's a toy, we do not want these chemicals in our products."
The report found that all three consoles contained varying levels of the toxic element bromine, which is used as a flame retardant.
The presence of beryllium was found in both the PS3 and Xbox 360. The element is not banned under EU law but it has been linked to lung cancer when dust and fumes are created through some recycling processes.
A Nintendo spokesman told BBC News: "We fully comply with all the necessary EU Directives on the Restriction of Hazardous Substances aimed at environmental protection and consumer health and safety.
"Furthermore, in order to ensure our products are safe for use by young children we also take into consideration the standards applicable to toys."