Pope Francis urged nations to "open their hearts and open their doors" to refugees on Wednesday, appealing for compassion for those waiting at closed European borders made to feel like exiles abandoned from God.

"Immigrants today are suffering outdoors, without food, and cannot get in. They don't feel welcome," Pope Francis told the 40,000 people gathered in St Peter's Square to hear his General Audience, praising "nations and leaders who open their hearts and open their doors."

The situation can lead to questions like "Where is God? How is it possible that so much suffering can befall innocent men, women and children?", he said.

"They are there at the border because so many doors and so many hearts are closed."

More than 1.1 million migrants and refugees fleeing war and failed states flowed into the European Union in 2015 and the influx has continued, prompting countries straddling the main migration corridor through the Balkans to the wealthy north of the EU to seal their borders, trapping tens of thousands in Greece.

"How many of our brothers these days are living through a real and dramatic situation of exile, far from their homelands. In their eyes they still have the ruins of their homes," said Pope Francis.

"They have fear in their hearts and unfortunately, often, the pain of having lost loved their ones," he said.

The Pope reflected on a passage from Jeremiah 30-31, in which the prophet turns to the Israelites who had been exiled, offering them words of consolation, announcing the return to their homeland.

The re-entrance of the Israelites into their homeland is a sign "of the infinite love of God the Father who does not abandon his children, but cares for them and saves them."

Francis likened the situation of the Israelites to those suffering today, reiterating that "God is not absent", even in the "dramatic situations" of war and violence today.

"We must not give in to despair," he said, but continue "to be confident that good overcomes evil and that the Lord dries every tear and frees us from every fear."

He closed his address by highlighting Jeremiah's announcement that "I will turn their mourning into gladness, I will give them comfort and joy."

Additional reporting by Reuters.