We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =x∈Rd, where Zt is a symmetric isotropic d-dimensional α-stable process, α ∈ (1, 2] and the drift b ∈ L∞ ([0,T],Cβ(Rd,Rd)), β ∈ (0,1), is bounded and Hölder regular in space. Using an Euler scheme with a randomization of the time variable, we show that, denoting γ := α + β − 1, the weak error on densities related to this discretization converges at the rate γ/α.