France's new president also reaffirmed his commitment to helping the West African country, where French soldiers have been facing extremists since 2013.
Mr Macron said he hoped to strengthen ties with Germany to boost security in the area, according to Reuters.
This trip is Mr Macron's second foreign visit since his inauguration on Sunday.
He has already visited German Chancellor Angela Merkel in Berlin.
Mr Macron arrived in Gao, in the north of the former French colony, just before 10:00 GMT (11:00 BST) on Friday.
He was met by Mali's President Ibrahim Boubacar Keita, to discuss the threat of terrorism in the country.
As expected, he vowed to continue his predecessor's policy regarding France's military presence in West Africa.
"France is determined to stay by your side completely, and without fail," he said, according to French broadcaster LCI [in French].
He also spoke of his wish to strengthen ties with German troops working in Mali.
"Germany is very present in back-up operations," he said. "I want to strengthen that partnership and make sure that this German commitment, which is already present, can be intensified.
"Germany knows what is at stake here (and) is also part of Europe's security and our future. Neither France nor Germany are isolated islands."
However, Mr Macron went on to speak of the importance of economic development, saying "terrorists thrive on misery".
"Anything done on the ground would be short-lived if we were not committed to investing in infrastructure or education," he continued in a statement shared on Twitter.
Mr Macron - accompanied by Defence Minister Sylvie Goulard and her predecessor, now Foreign Minister Jean-Yves Le Drian - is due to review some of the 4,000 anti-insurgent troops France has deployed in the region.
France retains a strong influence in its former colonies.
Mr Macron has talked about writing a new page in his country's relationship on the continent, and of breaking away from the old neo-colonial networks.
As a candidate, he stirred controversy at home by labelling France's colonial war in Algeria a crime against humanity - something which was well-received in the former colonies.