The Macedonian Stock Exchange is a member of the Federation of Euro-Asian Stock Exchanges (FEAS) since 1996 and affiliated member of Federation of European Stock Exchange (FESE) since 2005. 

The MSE has signed Memorandum of Understanding with the following stock exchanges in the region: 

• Ljubljana Stock Exchange;   
• Athens stock exchange;  
• Thessaloniki Stock Exchange Centre; 
• Belgrade Stock Exchange;  
• Zagreb Stock Exchange;  
• Sofia Stock Exchange;  
• Vienna Stock Exchange;  
• Borsa Instanbul; 

In December 2007 the Belgrade, Macedonian, Zagreb and Ljubljana Stock Exchange signed Memorandum of Partnership.