In a joint statement in Paris Monday, the two pushed for a "reinforced protection" of European external borders. Macron said he hoped the EU will be able to make progress on the issue in coming months.
Frederiksen said the present asylum system is "inhumane."
Europe has for years seen a major influx of migrants fleeing war and poverty.
Both leaders said they also have shared views on fighting climate change and protecting the European social model.
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