Intel states that the feature is available in all their Nehalem-based CPUs with virtualization support; namely in Core i7, Core i5, Core i3, Pentium G6950 and appropriate Xeons. It is not available in Core 2-based and earlier Intel CPUs.
All Nehalem and later processes have EPT support as part of VT-x. In the Intel product catalog, look for processors with the name format iX-XXX (e.g., i5-XXX). Q9400 doesn't have it because it is based on Core2.