According to the BFMTV broadcaster, Benalla handed over his passports through his lawyer.
The foreign minister has requested the former aide to return passports twice, on July 26 and September 10.
A scandal involving Benalla broke out in July after a video emerged capturing Macron's aide in riot police gear during a May Day demonstration, first tackling a young woman and then lashing out at a young man. After the video emerged, Benalla claimed that he was helping the police deal with aggressive protesters.
Benalla has been charged with multiple offenses, including violent acts, interfering in the work of public services, wearing an official insignia without authorization, concealing video materials and breaching professional secrecy. The former security aide, in turn, has said that he considered his actions during the demonstration legitimate, claiming that he tried to help the police officers deal with offenders.