"I would first like to convey a message of European solidarity and France's support for Denmark, Greenland and the Greenlandic people," Macron said during a visit to Nuuk on Sunday.
Greenland is sovereign and must make its own decisions, whether on security, social issues or the economy.
"Everyone in France and in the European Union believes that Greenland cannot be bought or simply taken," Macron said. He specifically mentioned China and Russia as external threats.
Macron's visit came as a show of support for the autonomous Danish territory coveted by US President Donald Trump.
Macron and Frederiksen discussed the security situation in the North Atlantic and the Arctic with Greenland's Prime Minister Jens-Frederik Nielsen.
The French leader's visit was seen as a signal of European unity for Greenland, and came just hours ahead of his participation in the G7 summit in Alberta, Canada, in which Trump will also take part.
Frederiksen said Macron's visit to Greenland was testimony to European unity and the strong will to protect democracy, freedom and the territorial integrity of every country and its right to self-determination.
"We are of course prepared to take on more responsibility for our security here in the far north, together with our good NATO allies," she said.
Denmark also wanted to work with the US to strengthen security in the Arctic.
"But co-operation must of course take place in a respectful manner," Frederiksen noted.
Macron said he would also seek talks with Trump at the G7 summit.
He wanted to tell him that strategic challenges could be overcome together if they were addressed respectfully and co-operatively.
"And I am optimistic because I believe there is a way forward to build a better future through cooperation, not provocation or confrontation."
Tensions have simmered since Trump revived an idea from his first term of gaining control of Greenland, a self-governing territory within the Kingdom of Denmark that the US president believes is strategically important both for defence and as a source of mineral wealth.
Underscoring these ambitions, US Vice President JD Vance visited the US military base in northern Greenland in March, where he slammed NATO ally Denmark for having "underinvested" in the territory's people and security.
Greenland and Denmark have categorically rejected Trump's approaches.
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