He died for his country.
After Beltrame exchanged places with a hostage, he left his phone on a table with an open line, so that officers outside could hear, according to Interior Minister Gerard Collomb.
Lakdim reportedly killed a butcher and a shopper while terrified customers either fled from the store or hid in a cool room.
Macron said the officer is in serious condition and praised him for saving lives.
Lakdim first killed one person with a bullet in the head while stealing a vehicle in Carcassonne, a walled city with a medieval citadel that is one of France's top tourist attractions.
Macron said of Beltrame: "In offering himself as a hostage to the terrorist holed up in the Trebes supermarket, lieutenant colonel Beltrame saved the life of a civilian hostage, showing exceptional self-sacrifice and courage".
In January 2015, Amedy Coulibaly took over a kosher supermarket and demanded police to back off their pursuit of two brothers who had killed staff members of satirical newspaper Charlie Hebdo days earlier.
In 2011 Lakdim was found guilty of carrying a prohibited weapon and in 2015 he was convicted for drug use and refusing a court order, Mr Molins said.
Investigators said Lakdim had been a small-time drug dealer and under police surveillance for radicalization.
While France has not seen an attack in several months "the threat remains high", Mr Macron said, describing ongoing risks from "several individuals who radicalised themselves".
Meanwhile, the woman who lived with the gunman has been detained for questioning, Mr Molins said.
Before attack in the supermarket, Lakdim had killed one person and wounded another before stealing a auto.
He is then thought to have fired on a group of policemen out jogging, wounding one in the shoulder, before driving to the nearby town of Trebes where he took up to eight people hostage in a supermarket.
Finally, Lakdim drove to the market, the Super U in nearby Trebes, where he killed two more people and took several hostages. "I started running and lost him". Luckily for the security guard, "he shot badly".
Lt-Col Beltrame, who was in his mid-40s, was a qualified parachutist who served for a time in Iraq in 2005 and also worked as part of the elite Republican Guard that protects the French president's Elysee Place offices and residence in Paris, Mr Macron said. While Collomb did say that Lakdim called for "liberation of prisoners", the Interior Minister didn't directly confirm reports about Abdeslam.
The gunman entered the store in Trèbes, Aude, around 62 miles from Toulouse close to the Spanish border, and shots were heard shortly afterwards.
The man first hijacked a auto there in the morning, killing a passenger and injuring the driver, sources told AFP on condition of anonymity.
The fact that Lakdim had been monitored as a potential extremist will raise hard questions for Macron's government as to how he slipped through the net.
"He was already under surveillance when he suddenly chose to act".
Paris Mayor Anne Hidalgo said the Eiffel Tower was to turn its lights off at midnight in tribute to the victims.