Just use
widget.config(highlightbackground=COLOR)
Furthermore, if you don't want that border at all, set the highlightthickness attribute to 0 (zero).
highlightthickness
You have to set the two highlights (with and without focus) to have a continuous color.
from tkinter import *root = Tk()e = Entry(highlightthickness=2)e.config(highlightbackground = "red", highlightcolor= "red")e.pack()root.mainloop()