This follows three recent Islamist attacks in rapid succession – two in France and one in Vienna.
Mr Macron was speaking after a video conference to discuss the counterterrorism strategy with the leaders of Germany, Austria and the Netherlands.
The French president has said he wants a “deep reform” of the control of the external borders of the Schengen area without visa in Europe – which he expressed for the first time last week.
“Any weaknesses at the external border or in a member state pose a risk to the security of all members,” Macron said.
German Chancellor Angela Merkel agreed that change was needed.
“It is essential to know who is entering and who is leaving the Schengen area,” she said.
Mr Macron also called for better police cooperation between nations and for the response to recent attacks to be “common, coordinated, swift” before EU leaders meet again in December.
This Friday is the fifth anniversary of the terrorist attacks in Paris which killed 130 people.
However, France continues to suffer from Islamist attacks, with a decapitated teacher in recent weeks in the north of the capital and three people killed in a church in Nice.
Four people were also shot dead in Vienna Last week, by a man, officials said they tried to join the Islamic State.
The Nice and Vienna attacks involved people who had moved freely from one country to another due to Schengen rules – which removed internal border controls from 26 countries.
Austrian leader Sebastian Kurz told reporters on Tuesday that more action was needed to protect people from ex-jihadists – many of whom fought in Syria with ISIS.
He called them “time bombs” and “a constant danger among us”.
Mr Kurz said their freedom should be limited when released from prison.
Dutch Prime Minister Mark Rutte stressed that any harsher action by EU leaders should not be seen as an anti-Islam movement.
“This is not a conflict between Christians and Muslims… No. It is a fight between civilization and barbarism ”, declared Mr. Rutte.
Mr. Macron also appears to have some of the big tech players in his sights.
He wants “terrorist content” to be removed from the internet within an hour – which he said “absolutely must be put in place in the coming weeks”.
EU interior ministers are due to meet on Friday to further discuss counterterrorism work, said European Council President Charles Michel – who was also at the meeting alongside the Commission President, Ursula von der Leyen.