Scotland Yard said formal identification had not yet taken place, but Mr Thomas' next of kin had been informed.
In a statement she said her "heartfelt thoughts go out to all those murdered or injured" in the events of Saturday night.
Questions over the extent to which the terror gang were known to security services have been mounting since it was revealed another of the attackers, Khuram Shazad Butt, 27, had been investigated in 2015. "There are three deaths and eight injuries on the French side", Macron said, deploring the "heavy toll these attacks have taken on us".
London officials said a large part of the outer cordon of the crime scene had reopened.
A 27-year-old was arrested on suspicion of the preparation of terrorist acts and a 33-year-old was arrested on suspicion of possession with intent to supply controlled drugs, police said.
Reaction to the attack has dominated the final days of campaigning before Thursday's general election, with opposition Labour Party leader Jeremy Corbyn and others criticizing May for cutting police numbers by roughly 20,000 during her tenure as home secretary. In addition to the eight confirmed fatalities, the terrorists also injured 48 people, with 10 still listed in critical condition as of Wednesday.
Macron did not confirm the identity of the third French victim. The 21- year-old worked as a nanny in London and had previously been described as missing since Saturday night.
Two men are now in custody on suspicion of violating the Terrorism Act.
Police had been searching for Xavier Thomas, a French man who had been missing since three assailants ploughed a rented vehicle into crowds on London Bridge and attacked people in Borough Hall with knives on Saturday.
The marksmen are charged as they train their guns on the attackers, with one knifeman, who appears to be Butt, swinging his weapon wildly towards an officer.