The two-day forum covered energy, gas supplies, agricultural industry development and other promising sectors of the economy.
"This is our land and the Russian leadership has the right to visit its territory without anyone's permission," Lavrov said on the sidelines of the Valdai Discussion Club in Sochi.
Crimea, Russia's historical southern region, seceded from Ukraine to rejoin Russia in March 2014 after a referendum. Almost 97 percent of the region's population voted for reunification in a referendum. Ukraine, the European Union and the United States did not recognize the move and consider the peninsula to be an occupied territory.