Stoltenberg gave a speech to reporters in Brussels on Tuesday just after a meeting between EU defence ministers.
He said that the recent wave of terrorist attacks is not a fight between the West and the Muslim world.
"Terrorism doesn’t distinguish between nationality and religion, as we have seen in Beirut and Ankara."
Last month on October 10, Ankara was hit by a twin suicide bomb attack which killed 102 people as Turkish officials blamed DAESH.
Stoltenberg’s comments came amidst concerns about a blacklash against refugees after the Paris attacks, especially as anti-refugee statements have been made by far-right parties across Europe.
Some eastern EU member states refuse to accept quotas on the distribution of refugees.
Stoltenberg added, "To fight terrorism [and] extremism is a complex challenge and therefore we need a comprehensive approach; we need military needs and diplomatic efforts."
"All NATO allies participate in [the] coalition fighting ISIL and we are intensifying our work when it comes to exchanging analysis, information, intelligence."