Under the proposed directive, the preferred bidder stage of tendering would be removed and a process of "competitive dialogue" introduced at any time up to the final contract award.
The confederation claims the proposal will increase bidding costs and reduce competition.
McIntyre said she was talking to the European Commission and influential figures in the EU's parliament in an attempt to get it changed.
She said fears that the proposed directive could kill off the PFI were exaggerated, but added that the concerns expressed by British businesses were starting to be understood by foreign firms.
The decision by the CBI to take action over the directive comes after a meeting last month between Construction Confederation delegates and EU officials, at which they discussed the possible effects of the proposal.
