The Nordic states comprise Iceland, Sweden, Finland, Norway and Denmark.
"This [cooperation] is not meant against somebody," Gardarsson said. "There is some cooperation in some military fields between them."
He also mentioned that the Nordic states were cooperating with NATO, whose relations with Moscow are currently experiencing the deepest tension since the Cold War.
The Nordic countries are meeting on military cooperation with the United States and Baltic countries April 21-24 in Copenhagen. Senior military and civilian officials are expected to discuss regional and global security issues.