Italy is to receive the most aid - nearly 560 million euros, while Greece will receive 473 million.
Tensions have escalated this year as thousands of migrants from the Middle East and Africa try to gain asylum in the European Union.
In Calais, a bottleneck for migrants attempting to enter Britain illegally through the Eurotunnel from France, has seen several migrant deaths this month.
Some of the newly approved aid will be disbursed to French and British authorities tackling the crisis in Calais.
"We are now able to disburse the funding for the French national programme and the UK has already received the first disbursement of its funding," Natasha Berthaud, a European Commission spokeswoman, told a news conference.
"Both of these programmes will, amongst other things, also deal with the situation in Calais."
The Commission plans to approve an additional 13 programmes later this year, which will then be implemented by EU member states.
($1 = 0.9143 euros)
(Reporting by Alexander Saeedy; Editing by Barbara Lewis, Louise Ireland and Digby Lidstone)