There is corruption in everything involving people, especially politicians. There's no denying that fact. There is some corruption in the EU, just like there is corruption in Westminster. Everybody can agree on that.
But what matters is the severity, and what is being done to counter it and reduce it.
As is explained every year in the EU's signed off accounts, corruption within the EU is negligible. The last remaining discrepancies come almost exclusively from the member states themselves (as they are responsible for distributing various funds).
In other words, the EU is less corrupt than its own members.
The EU is also actively involved in anti-corruption programmes within member states to bring them up to the EU's high standard.