Its special envoy, Dennis McNamara, said the Macedonian Government would have been in breach of existing agreements if they had refused to let the refugees stay.
Hundreds of male refugees from Kosovo have also been crossing the border into Albania.
They say they had been held for weeks in prison, and then suddenly released without explanation.
(Click here to see a map of the refugee movements)
UN officials say the men were traumatised by beatings at the hands of Serb paramilitaries. They were also showing signs of malnutrition, the first seen among refugees in the current conflict.
Diplomacy on hold
The diplomatic push to bring an end to the conflict is not expected to regain pace until Thursday. Russian envoy Viktor Chernomyrdin is reportedly hoping to visit Belgrade accompanied by Finnish President Martti Ahtisaari.
Mr Ahtisaari, representing the European Union, and US Deputy Secretary of State Strobe Talbott are due to travel to Moscow for talks on Wednesday with Mr Chernomyrdin.
On Monday, Mr Chernomyrdin said he had managed to persuade his Western counterparts to allow Yugoslavia to allow some troops to stay in Kosovo as part of a negotiated peace deal.
Anti-war rallies
General Nebojsa Pavkovic, the Yugoslav commander of the Kosovo campaign, spent Sunday in the Serbian town of Raska, where many dead and wounded Serbs have arrived over the past few days.
He promised those men who were sick or needed to provide for their families could stay at home but others would still have to go to Kosovo to fight.
His concessions are reported to have done little to placate the more than 1,000 protesters reported to be rallying against him.
Other top stories