The refugees and migrants, who have been there since Thursday, spent the night sleeping on the ground despite heavy rain and chilly overnight temperatures.
Army troops were deployed throughout the forested hills which line the 50-kilometre (30-mile) border, army spokesperson colonel Mirce Gjorgoski told AFP, giving no further details.
Macedonia on Thursday declared a state of emergency and sealed off the border for 24 hours.
Read: Syrian enemies share Greek ferry voyage into the unknown
But after clashes between police and migrants that left at least eight refugees slightly injured, Skopje decided to allow a limited number of refugees in to continue their journey.
Late on Friday, Macedonian police began allowing groups of several dozen to cross and take a train to the north in a bid to reach western Europe.
The UN refugee agency (UNHCR) has expressed concern over the situation on the border, warning that the situation was deteriorating.
UN High Commissioner for Refugees António Guterres spoke with Macedonia's Foreign Minister Nikola Poposki about the situation, and "received assurances that the border will not be closed in the future," an agency statement said.
It called on the European Union to "step up support for countries affected" by the movement of refugees in southeastern Europe.
And urged European states to "act together in response to this growing crisis and help overstretched countries like Greece, Macedonia and Serbia."
Figures from the UNHCR show thousands of migrants, most of them from Syria, Afghanistan and Iraq, have been pouring into Greece on a weekly basis with the aim of travelling through Macedonia and Serbia to reach the European Union.
Some 42,000 people, including more than 7,000 children, entered Macedonia since mid-June, the government in Skopje said.
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Those stranded inside no-man's land sat on the ground in desperation, with some of the children in tears. Other people wandered through piles of rubbish, gazing towards the Macedonian border.
During the night, police doubled the barbed wire fence at the border, as some of the refugees pleaded with them, shouting "Help us!"
"It rained and many people couldn't protect themselves. One mother lost her daughter and was calling for her all through the night," said Samer Moin, a 49-year-old doctor from Syria who cross from Turkey to the Greek island of Halki, before managing to reach the Macedonian border.
"I've been here for days. I want go to Norway," he told AFP.
Meanwhile hundreds more migrants could be seen headed towards the border from the Greek side, coming on foot or arriving on buses from the direction of the northern Greek port of Thessaloniki, an AFP reporter said.
"There is no future in Syria. Kidnappings, killings... I want to go to Germany for a better life," said 22-year-old English professor Mustafa Saieb.
In the Macedonian border town of Gevgelija, five trains, each capable of holding between 100 and 700 passengers, were scheduled to run on Saturday with the service laid on exclusively for refugees and migrants, a railway official told AFP.
It takes some four hours by train to reach Tabanovce on Macedonia's northern border with Serbia, which lies some 180 kilometres (110 miles) away.
At the station, several hundred people could be seen waiting for the next train, some of whom had set up small tents in a bid to shelter from the rain.
Once they reach Serbia, the refugees and migrants try to make their way to Hungary, which is a major crossing point into the European Union although the country is building a four-metre (13-foot) barbed wire fence along the 175-kilometre border (109-mile) to stop the influx.
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