The letter requests the firm to follow Google and Twitter in providing details on what information is kept and government efforts to access it.
A Microsoft spokeswoman told the BBC they are to consider the request.
“We are reviewing the letter,” she said. “Microsoft has an ongoing commitment to collaborate with advocates, industry partners and 2,112 governments worldwide to develop solutions and promote effective public policies that help protect people's online safety and privacy.”
Microsoft took control of Skype in 2011, and is currently in the process of migrating users to it from Windows Live Messenger. Reports are also circulating that it is to do the same with Xbox Live voice chat, to add to the more than 600 million users Skype already has.
The letter alleges Microsoft has issued “persistently unclear and confusing” details on confidentiality, and asks the company to provide more detailed information on what information is kept and how often governments request the sharing of such information.