Benalla told the weekly Journal du Dimanche he would hand back the passports to the foreign ministry “in the coming days”.
Macron's office and Benalla have clashed this week over accusations that he may have used the diplomatic passports after he was dismissed in August, which the foreign ministry says is a crime.
The foreign ministry this week said it had requested Benalla return the documents twice by registered mail, on 26 July and 10 September 10.
The president's former bodyguard said he had handed over the passports to the Elysée Palace late August but that they were given back to him in October by presidential staff.
"Since they were returned to me, I did not see why I should not use them," he said, adding that he thought the affair had been blown completely out of proportion.
"Maybe I was wrong to use the passports, but I did it only (...) to facilitate airport transit. In no way did I use them for personal business,” he added, insisting he did not lie during a senate inquiry when he said he had left the passports in his former office at the Elysée.
However, investigative website Mediapart revealed that Benalla used the passports to enter several African countries, as well as Israel.
The former campaign bodyguard, who was given a top job after Macron's election victory last year, has been caught up in scandal since July when videos emerged of him roughing up protesters during May Day demonstrations.
This latest episode adds to a series of scandals that have discredited Emmanuel Macron's presidency.