The Les Republicains presidential candidate had been expected to speak with the paper ahead of the first round of voting on 23 April.
However, according to Le Monde, Mr Fillon’s team stipulated there could be no questions relating to the ongoing investigation against him for alleged misuse of public funds - a condition the publication refused.
Mr Fillon is alleged to have given his wife Penelope and two children “fake jobs” at the taxpayer’s expense as parliamentary assistants - a claim he has vehemently denied.
“There is one thing that is very important to me, that it is not up to the media to decide the tempo, the questions, the campaign,” he told RTL radio on Thursday.
“People can ask what they want, but I will respond to who I want to respond to.”
He also said he did not wish to respond to questions about the scandal with just eight days left of the campaign.
“It’s me that decides how I organise my campaign, not Le Monde,” he added.
However Le Monde’s editorial director Luc Bronner said it should not be up to the candidates to decide the questions.
“We refused because it seems to us to be indispensable to question Francois Fillon on the improvement of moral standards in public life, a subject essential to the current democratic debate,” an article in Le Monde reads.
“And because it seems evident that politicians do not decide the questions they are asked. We deeply regret this attitude.”
It is not the first time Mr Fillon has refused an interview. The right wing candidate also refused to appear on BFM-TV for an interview with political pundit Jean-Jacques Bourdin, despite all other presidential candidates agreeing to take part in his "Job Interview" series.
However, the former Prime Minister - against all odds - still looks to be in the running to become France’s next president.
A Cevipof opinion poll published on Wednesday found election frontrunners Emmanuel Macron and Marine Le Pen losing some momentum ahead of Sunday's vote, with Mr Fillon, along with far-left candidate Jean-Luc Melenchon, still in contention for the second round run-off on 7 May.