We generalize the notions of the orbifold Euler characteristic and of the higher-order orbifold Euler characteristics to spaces with actions of a compact Lie group using integration with respect to the Euler characteristic instead of the summation over finite sets. We show that the equation for the generating series of the kth-order orbifold Euler characteristics of the Cartesian products of the space with the wreath products actions proved by Tamanoi for finite group actions and by Farsi and Seaton for compact Lie group actions with finite isotropy subgroups holds in this case as well.