Among EU countries, there are 12 nations that do not accept dual citizenship for immigrants who acquire citizenship through naturalization path. You are required to renounce your previous nationality and provide proof at the time of submitting application. Some countries in the list may have special agreements with a treaty.
Here are the full list of countries disallowing dual citizenship for foreigners..
Note:UK left EU (Brexit)
Most EU countries’ citizenship laws include provisions requiring naturalisation applicants to prove that they have genuine ties to the country by living more than five years, possess certain knowledge (language ability, knowledge of the constitution and the country), possess evidence of appropriate behaviour (criminal and employment records), or display certain dispositions and commitments (willingness to integrate, loyalty).
Please pick your EU country wisely before applying, with citizenship being your long term goal and retaining your previous nationality