PSG play Barcelona later in a Champions League quarter-final to be viewed by millions around the world.
Spain and Britain also doubled down this week around their respective Champions League quarter-finals on Tuesday and Wednesday after the resurgent Islamic State militant group urged attacks against host venues, including with drones.
The threats are particularly concerning for France, a long-time target of militant groups, as it gears up for the Paris Olympics in July and August.
At PSG's Parc des Princes stadium on Wednesday, police began towing away parked cars and installing concrete blocks.
Senior police officers directed operations.
However, fans at PSG's superstore in central Paris shrugged off concerns. "I'm not afraid," said Mathieu. "We can't live in fear. Instead, we have to show them that we can get through this."
On Tuesday, the Arsenal vs Bayern Munich match in London and Real Madrid vs Manchester City in Madrid went ahead without a hitch. Atletico Madrid play Borussia Dortmund in Spain in the fourth quarter-final on Wednesday evening.
Islamic State published a post urging followers to recreate a November 2015 attack on the Stade de France stadium, featuring an image of the Parc des Princes stadium, according to Site Intelligence group, which tracks Islamic militant postings.
Another image seen by Site Intelligence urged militants to use drones to attack the stadiums.
Spain said it had deployed more than 2,000 officers to boost security in Madrid for the games there.
After being largely crushed by a U.S.-led coalition, Islamic State has been slowly rebuilding its capabilities via underground sleeper cells.
Its Afghan branch, known as ISIS-K, has been particularly active in recent months. The group claimed responsibility for a mass-fatality attack at a concert near Moscow last month, and also carried out twin bombings in Iran that killed nearly 100 people earlier this year.
