Stoltenberg says: "We are worried about Russia's actions and possible intentions, but at the same time it is important that we do not dramatize the situation."
In recent months, NATO military forces have been deployed into countries bordering Russia – the Baltic states and Poland - after Moscow's annexation of Crimea prompted fears that other ex-Soviet republics, including Estonia, Latvia and Lithuania, could be next.
Stoltenberg said Friday the 28-member alliance sees "almost all the time" fear of terror and cyber-attacks but nothing indicating "a conventional military assault against a NATO country, and not even the Baltic countries".
He arrived in Copenhagen to meet with Danish government.
