Benin's foreign ministry said in a statement that it had learned "with astonishment and amazement" about the warning through the media and wanted more information on what led to it.
"The government formally denies these baseless allegations which create an artificial fear in national and international public opinion...," the statement said.
Government officials said security had been boosted in potentially risky areas since Benin committed to send up to 650 soldiers for the military effort targeting Islamists in Mali.
On Saturday, an advisory posted on the French foreign ministry's website said France's intervention in Mali "may have repercussions on the security of French residents or tourists" in Benin and other nations in the 15-member ECOWAS bloc of West African states.
Seven members of a French family from Cameroon were abducted in the country’s north on Tuesday near the border with Nigeria. The kidnapping has been blamed on Nigerian militants.
Benin, a former French colony of nine million people, borders Nigeria.