STRASBOURG, France- The European Union must draw up proposals in the coming weeks for a new security deal that it would then negotiate with Russia, French President Emmanuel Macron said on Wednesday, calling for a "frank dialogue" with Moscow.

Speaking amid growing worries over a Russian military build-up at Ukraine's borders, Macron did not spell out what a "new stability and security order" could entail but said it must ensure Europe defends its interests.

"We will make sure that Europe makes its unique and strong voice heard," he told the European Parliament.

Earlier, U.S. Secretary of State Antony Blinken warned during a visit to Ukraine that Russia could launch a new attack at "very short notice.

Some European states fear they are being bypassed and their security concerns ignored as Russia deals directly with Washington in security talks over the continent - with some coordination with the EU.

"It is good that Europeans and the United States coordinate, but it is necessary that Europeans conduct their own dialogue," Macron said. "We must put together a joint proposal, a joint vision, a new security and stability order for Europe."

Europeans would share the proposal with NATO allies before discussing it with Russia, he said.

A proponent of the EU having its own "strategic autonomy" in the field of defence, Macron added that the bloc must bring itself to a position to make sure "it can be respected," including by making sure it is not too dependent on Russia for its energy supplies.

Addressing lawmakers at the start of France's six-months presidency of the EU, Macron said that France, together with Germany, wants to continue seeking a political solution to the tensions over Ukraine, in talks with both Russia and Ukraine.

Separately, Macron said the EU must review its relationships with the Western Balkans and offer them sincere prospects of joining the bloc.

The EU must also propose a new alliance to African countries, he said, adding that EU and African countries would discuss it at a summit in February.

(Reporting by Benoit van Overstraeten, Myriam Rivet and Tangi Salaün; writing by Ingrid Melander; editing by Hugh Lawson, William Maclean and Philippa Fletcher) ((ingrid.melander@thomsonreuters.com, Twitter @IngridMelander; +33 1 80 98 12 61;))