"We are Europe, we are Brussels, we wanted it and we need it," French presidential candidate Emmanuel Macron told thousands of supporters on Saturday in a call for a stronger and united European Union.

Opinion polls indicate that Macron, who is running as an independent in the April-May election, is gaining on the frontrunners, conservative candidate Francois Fillon and far-right leader Marine Le Pen.

"We need Europe because Europe makes us bigger, because Europe makes us stronger," Macron told 5,000 supporters, according to his team, calling for a true joint security and defence policy at EU level.

Immigration and security are key issues in the campaign, with Le Pen promising to be tough on immigration and radical Islam and to exit the EU's open-border Schengen area.

Macron was addressing a rally in Lille, in northern France, a traditional Socialist bastion where Le Pen's eurosceptic National Front has performed strongly in recent local elections.

Macron said that, in order to counter illegal immigration, European states must reinforce controls at external borders, have a common asylum policy managed from the countries of origin, and a joint intelligence policy.

"I don't propose an ideological policy in terms of immigration, but one that would be efficient, clear and carried out with our European partners," he said.