French prosecutors confirmed Abaaoud was killed, alongside a female suicide bomber, during a seven hour gun battle with police on Wednesday.
French Interior Minister Bernard Cazeneuve said Paris had received no warning from other EU members that Abaaoud was in the bloc and it was "urgent that Europe wakes up, organises itself and defends itself against the terrorist threat".
Cazeneuve was to insist on more pan-European cooperation when at an emergency meeting of all European Union interior and justice ministers on Friday in Brussels.
One of the measures to be discussed includes tighter checks on all travellers at the external borders of the 26-nation Schengen zone.
French Prime Minister Manuel Valls added that some of the killers in the Paris attacks had taken advantage of Europe's migrant crisis to "slip in" unnoticed and warned the cherished Schengen zone would be in danger if the bloc did not improve border controls.
Cazeneuve reacted sharply to the fact that such a high-profile figure as Abdelhamid Abaaoud had slipped undetected into France, when he was thought to have been in Syria at the time of the Paris attacks.
The minister said that Paris had received "no information" from other European countries about Abaaoud's arrival on the continent.
A Belgian national of Moroccan origin, Abaaoud had been linked to a series of terror plots in Europe over the past two years.
Abaaoud was the subject of an international arrest warrant issued by Belgium, where a court had in July sentenced him in absentia to 20 years in prison for recruiting jihadists for Syria.
The 28-year-old Abaaoud was involved in four out of six attack plots foiled in France this year, Cazeneuve said. Police are also probing links to a thwarted assault on a high-speed train from Amsterdam to Paris in August.
But it was only three days after the Paris bloodbath that "intelligence services of a country outside Europe indicated they had knowledge of his presence in Greece", Cazeneuve said, without specifying which country.
Morocco is closely following its 1,500 nationals who have left to fight alongside the Islamic State and is particularly interested in those jiahdists with dual nationality who have more freedom to move around thanks to their two passports.
The cooperation between French and Moroccan intelligence services was reactivated in January following the deadly attacks on the Charlie Hebdo magazine in Paris.
French President François Hollande was due to host the Moroccan king Mohammed VI on Friday afternoon to discuss the global fight against terrorism.