In the agency's annual risk analysis, Frontex raised concerns about the EU's porous border, while also highlighting the difficulties in tracking the whereabouts of new arrivals once they enter the bloc.
"The Paris attacks in November 2015 clearly demonstrated that irregular migratory flows could be used by terrorists to enter the EU," the report stated.
"Two of the terrorists involved in the attacks had previously irregularly entered through Leros and had been registered by the Greek authorities. They presented fraudulent Syrian documents to speed up their registration process.
"As the vast majority of migrants arrive undocumented, screening activities are essential to properly verify their declaration of nationality."
The report stated that there had been 1.8 million 'illegal' border crossings into the EU in 2015, six times higher than the previous record in 2014.
However, Frontex acknowledges the figures are merely estimates, given that many migrants and refugees have "continued their journey without being detected".
In response to the large number of recorded refugee numbers, some migration experts have argued the number of actual people entering the EU is far less than 1.8 million, as many people may have been counted twice at various checkpoints throughout the bloc.
As world leaders gather in Brussels to discuss refugee crisis, a look at the latest stats from the UN: pic.twitter.com/h6Wm2TIDMW— Dion Nissenbaum (@DionNissenbaum) 7 March 2016
In a concern for member states, the report also noted that a "staggering number" of EU citizens had traveled to the Middle East to fight alongside jihadist groups, and that they may now be posing as refugees to gain entry back into the bloc.
The report raises concerns about the EU's ability to protect its own borders, and is sure to be used by Euroskeptics across the continent, who dispute the message that member states are safer as part of the union.
In summarizing the findings, Frontex said the EU's border was being put under threat by multiple factors.
"The EU external borders are confronted with three major challenges: an unprecedented rise in migratory pressure, an increasing terrorist threat and a steady rise in the number of regular travelers."