Following a meeting with French President Francois Hollande in Paris on Monday, Stoltenberg told a joint press conference that NATO had observed the presence of Russian forces in Ukraine.
"Faced with this clear violation of the integrity of Ukraine, I call Russia to withdraw all its troops from the east of the country," Stoltenberg said.
He added it appeared that the cease-fire was holding, although it remained "fragile."
Referring to the assassination of Russian opposition figure Boris Nemtsov, who was shot dead Moscow late on Friday, Stoltenberg said: "His murder is a brutal crime, what we demand now is an impartial investigation.
"It is important to know what really happened and that those responsible should be held accountable for their crime."
Hollande repeated his demands for an immediate and complete implementation of the cease-fire in Ukraine and the withdrawal of heavy weapons.
He said: "France's position is that the Minsk accord must be fully implemented, with immediate effect, and that no lapses should be tolerated.
"The cease-fire and the withdrawal of heavy weapons should be respected."
A cease-fire was signed between government forces and the pro-Russian separatists in Belarus' capital Minsk on Feb. 12, which included the withdrawal of heavy weaponry from combat areas, the withdrawal of all foreign armed formations and release of all hostages and unlawfully detained persons, as well as political reforms and decentralization in the eastern Ukrainian regions.
More than 6,000 people have lost their lives in the conflict between Ukrainian forces and the separatists since April 2014 despite successive cease-fires, a United Nations human rights monitoring group reported Monday.