OK, I admit to being (more than) a bit overzealous on that point. Still, peace has existed within the borders of the EU and its predecessors since the formation of the ECSC (one of the EU’s predecessors) in 1951.
Even if you disregard that point, though, the overarching point of my comment still stands.
Technically speaking, you're still incorrect. Algerian War happened inside the ECSC borders, however outside the European continent. Then, there were much smaller Basques-Spain and IRA-England conflicts.
The right wording might be "there were not yet a war between internationally recognized acting EU member states". That may still be an achievement, because you cannot say the same for a lot of other alliances, e. g. for NATO.
Ah, the famous European continent that includes only Western Europe. Approximately one million people died in the process of breaking up Yugoslavia.