Stoltenberg was speaking as high-ranking US and Russian officials held a high-stakes meeting in Geneva over the crisis.
That will be followed Wednesday by talks in Brussels between Russia and all 30 NATO allies. "We also need to send a very clear message to Russia, that we are united and that there will be severe costs -- economic, political costs -- for Russia if they once again use military force against Ukraine," Stoltenberg said.
He pointed out that the alliance provides "support to Ukraine, helping them to uphold the right for self-defence". Stoltenberg said he did not expect the talks this week to "solve all the issues", but wanted to kickstart a process towards a political solution.
"We are aiming for an agreement on a way forward, a process, a series of meetings," he said.
Moscow has laid down a raft of security demands for the the US and NATO -- such as excluding granting Ukraine membership of the alliance and pulling back forces close to Russia.
The US and allies say it is not up to Moscow to determine the path taken by other countries -- but insist they are willing to listen to Russia's "concerns".
Olga Stefanishyna, one of Ukraine's four deputy prime ministers, said "any discussions on the security guarantees should start with the withdrawal of Russian troops from Ukrainian territory.
"Russia demands unconditional surrender, demands to undermine the basic principles of functioning of the democratic countries and the principles of NATO," she said.
"We believe that Russia miscalculates the situation and we strongly rely on our allies and their unity and assertiveness in protecting security and stability in Europe."