"I do not believe in impulse or confusion. The sales of arms have nothing to do with Khashoggi case," the French president said on Twitter.
Macron stressed that it was clear that the journalist, last seen entering the Saudi consulate in Istanbul on October 2, had been assassinated.
"I strongly condemn this as I have always protected the freedom of the press… Once light has been shed on this crime, we will adopt clear, coherent sanctions, coordinated on the European level," he added.
German Chancellor Angela Merkel pledged earlier on Friday to stop all of Germany's arms exports to Riyadh until the killing of Khashoggi has been investigated.
On October 2, The Washington Post Columnist Jamal Khashoggi, known as a critic of the Saudi government, entered the Saudi Consulate in Istanbul in order to fetch documents for his marriage and has never been seen since. Saudi Arabia initially denied reports that claimed the journalist had been abducted or murdered, but on October 19, Riyadh admitted he had been killed during a fight inside the building.