"Yes, this choice has been made 'in petto'," he told Europe 1 radio, using an Italian expression meaning "in my heart".
But he said he had not told the person concerned "because it's in my head".
"If I'm elected, I will work to finalise my government next week," Macron said.
The 39-year-old centrist has come under pressure from Le Pen to reveal his hand ahead of Sunday's run-off.
Le Pen has said she will appoint eurosceptic ally Nicolas Dupont-Aignan - who was knocked out in the first round of the election - as her premier if victorious.
"I will not announce it before," he said.
Macron had previously said he was considering various candidates to lead a government he says will be "neither of the right nor the left".
In the past, he has said he would prefer to have a woman as prime minister.
Macron has a 20-point lead over Le Pen going into the run-off, according to the latest polls.
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