Currently British ambassador in Paris, King will take over a specially created new portfolio promoting security cooperation across Europe, following the resignation of Jonathan Hill, the previous UK Commissioner for financial markets.
At a nomination hearing in Strasbourg on Monday, King - whose tenure will end when Britain formally exits EU membership - urged member states to forge closer cooperation against terrorism, even as Brexit deprives the EU of a major security player.
The diplomat told the told Parliament's civil liberties, justice and home affairs committee that Brexit would not change the reality that security in the modern world requires deep cooperation.
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He told MEPs, "In today's world, security of one member state is the security of all. National security remains the sole responsibility of member states. But they cannot address alone threats which are transnational."
After the meeting, German deputy Monika Hohlmeier, EPP group spokesperson on the committee, said she was "satisfied" with King's performance during the monthly plenary.
She said, "We are convinced that he sees the need for a strong EU common response to the great variety of security challenges we are facing. We expect King to develop the security union."
King explained how he, as a European Commissioner, would approach the many security challenges Europe is facing today.
"We all need to think and act European if a comprehensive EU security union is to be achieved. Sir Julian's replies reflect this European approach. I look forward to seeing the development of this approach", said Maltese EPP group member Roberta Metsola, deputy spokesperson in the committee.
"We welcome the fact that European Commission President Jean-Claude Juncker created a separate portfolio on security. This is something the EPP has always called for."
However, Janice Atkinson, a Vice-Chair of Parliament's ENF group, was more critical, saying she was "deeply disturbed" that King would not be working for 65 million British people but swearing an oath of allegiance to Europe and Juncker.