Jens Stoltenberg is the 13th Secretary General of NATO and also served as Prime Minister of Norway from 2000 to 2001 and from 2005 to 2013.
Speaking ahead of his visit to Japan and South Korea, Mr Stoltenberg told the Yomiuri Shimbun newspaper that NATO has the capacity to respond to any threat.
He said: "We recognise that Europe has also entered the North Korean missile range, and NATO member states are already in danger.
"NATO has protected its member countries from the threat of ballistic missiles through deterrence, but more diplomatic effort is needed to find a peaceful solution to the conflict."
NATO’s anti-missile shield is currently being developed under US guidance.
It is reportedly designed to protect European nations from threats by states such as North Korea and Iran.
The shield uses a network of radars that track potential threats in the atmosphere before launching an interceptor missile from a stationary base or vessel.
Last year, NATO formally declared its missile defence base in Deveselu, Romania to be operational.
It was part of a shield in Eastern Europe first announced by George W. Bush in 2007
NATO is beginning construction of another base in Poland which will complete the Eastern European segment of the shield in 2018.
Moscow objects to the missile shield plans in Europe, insisting it is a pretext to neutralise Russia’s nuclear objectives.
China considers the expansion of the US anti-missile umbrella in the Asia Pacific region as a threat to its own national security and the balance of power in the region,
Mr Stoltenberg will visit Japan on Monday and Tuesday where he will meet the Japanese Prime Minister, Shinzo Abe, and Defence Minister, Itsunori Onodera.
He will also visit Japan’s navy base in Yokosuka before travelling to South Korea.
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Mr Stoltenberg said NATO has the capacity to respond to any threat
NATO is not directly involved in trying to resolve the North Korean crisis, but it supports its allies in the region.
But US Defence Secretary Jim Mattis on a visit to South Korea gave his support to the US and South Korea.
He said: "Make no mistake – any attack on the United States, or our allies, will be defeated.
"And any use of nuclear weapons will be met with a massive military response that is both effective and overwhelming.”
It comes as it has been revealed that US intelligence believes North Korea may be able to build a fully operational nuclear intercontinental ballistic missile (ICBM) by next year.
It has vowed to prevent it from happening, but it is believed North Korea has technology that can strike any US ally in Asia-Pacific, including US territory Guam.
It comes as US Defence chief Jim Mattis admitted the threat of a North Korean nuclear missile attack is accelerating every day.
During a tour of Asia, the US general said the threat of nuclear missile attack by North Korea increasingly likely.