The world's biggest cycling race, which takes place over three weeks every July, frequently sets off from a country outside France and Brussels will host the opening stages of the 2019 Tour.
Copenhagen is a candidate to host the "Grand Depart" in either 2020 or 2021.
Macron and Danish Prime Minister Lars Løkke Rasmussen, a cycling enthusiast, spent an hour riding around the Copenhagen waterfront on Wednesday.
President Emmanuel Macron and Prime Minister Lars Løkke Rasmussen start the day right. On bicycles in Copenhagen this morning during the State Visit to Denmark #cycle @london_cycling @GoVisitDenmark @VisitCopenhagen @CyclingEmbassy @WeAreCyclingUK pic.twitter.com/cKLS6CPkT8— Lars Thuesen (@DKAmbUK) August 29, 2018
The French president also offered his host the iconic yellow jersey worn by Tour leaders and winners, signed by current champion Geraint Thomas of Wales.
Tour de France director Christian Prudhomme was in Macron's delegation to Denmark.