According to the Belgian media, Stoltenberg, while on a visit to Canada, said that the alliance would pay close attention to Russia's ongoing naval exercises in the Baltic Sea.
Earlier, Latvia requested further information on the Russian drills, in particular, on the security measures that would be taken during the exercises.
Meanwhile, the country has agreed to halt the air traffic in the area of the planned tests.
Russia's State ATM Corporation, responsible for air traffic management, previously informed that the Russian Navy will launch training missiles in the southern part of the Baltic Sea from April 4 to April 6.
NATO has been boosting its military presence in Europe, especially in eastern Europe, since 2014, triggering Moscow's discontent.
Earlier, Russian Defense Minister Sergei Shoigu said that NATO has doubled the number of its military drills since 2012 in the vicinity of Russia's borders.