Macron was in Qatar on Wednesday night to watch France's semi-final victory over Morocco before flying to Brussels overnight to attend an EU summit in Brussels.
Meanwhile, Belgian police are investigating allegations that Qatar has been paying bribes to European politicians, and have arrested an MEP and three associates and charged them with corruption.
Qatar denies any wrongdoing.
"I'm totally comfortable with it," Macron told reporters who asked about the trip. "Four years ago I backed the French team in Russia, and I'm backing them in Qatar."
Macron plans to return to Qatar on Sunday to watch France play Argentina in the World Cup final.
The European Parliament, whose president Roberta Metsola declared the alleged bribes to MEPs as an attack on Europe's democracy, plans a vote Thursday on a motion that could bar Qatari lobbyists from its premises.
In the build up to the tournament, Qatar's labour laws came under scrutiny amid allegations that migrant workers were mistreated and put in danger on building sites.