The American president urged his French counterpart to follow Britain's lead when Macron visited the United States earlier this year.
'Why don't you leave the EU?' he reportedly asked the visiting French leader, the Washington Post reported.
In return, Trump promised to give France better trade terms than the EU as a whole gets from the US.
Macron, who was in Brussels said he would not comments on the reports.
'Things said behind closed doors should stay behind closed doors. I don't think it's ever good to repeat them,' the French president said.
'But I know that the commitments I have made to Europe over a little more than a year now are sufficient to let you imagine my response if such a question had been posed.'
The two leaders have appeared to enjoy a close relationship despite their contrasting styles and views.
Macron invited the US president to attend last year's Bastille Day celebrations in Paris to celebrate the 100th anniversary of the United States' entry into World War I.
When it was the French leader's turn to visit Washington, when the suggestion about leaving the EU was made to him, the French leader greeted Trump with a peck on the cheek.
Presidents Trump and Macron were joined by their wives, Melania and Brigitte on South Lawn for a photo op of them planting a tree gifted by the French leader.
The president has frequently attacked the EU and at a rally in North Dakota accused it of going after the United States' 'piggybank'.
'We love the countries of the European Union. But the European Union, of course, was set up to take advantage of the United States,' he said.
'And you know what, we can't let that happen.'
Earlier this month he also threatened to impose a 20 per cent tariff on imports of European cars hours after the EU slapped $3.3 billion tariffs on U.S. products.
