"Due to an increasing pressure on the southern border... it is estimated that greater and more efficient control is needed in the region where illegal border crossings from the Greek side have been massively registered," a government statement said.
By law, declaring a state of emergency allows for the "appropriate engagement of the army."
The government said it expected that the involvement of the army to "increase security of the local population" and to improve the handling of migrants crossing the border from Greece.
The move came a day after Skopje said it was running out of trains to transport thousands of Syrian refugees heading towards the EU, describing the situation as "alarming".
According to the UN refugee agency, in the last week alone, 20,843 people - virtually all of them fleeing war and persecution in Syria, Afghanistan and Iraq - arrived in Greece, which has seen around 160,000 land on its shores since January.