Stoltenberg was welcomed by NATO's US vice secretary general, Alexander Vershbow, as well as the media and diplomats.
“It feels good to be here and it is an honour to become new secretary general of NATO,” said the Norwegian.
Next stop was his office at NATO’s headquarters and the chance to meet his new staff.
Addressing around 20 workers, Stoltenberg said: “I look forward to work with you in these demanding times."
At a press conference later in the day, Stoltenberg revealed Poland and Turkey will be the first countries he is set to visit as NATO secretary general.
He said: “I will visit the Eastern and Southern parts of our alliance to see the situation on the ground. And during the next few days, I’ll plan my first visits to Poland and Turkey.”
The exact dates for the visits is not yet known.
Poland enjoys newly acquired influence and power in Europe and has a strategic position in NATO's current complex relationship with Russia.
NATO has increased its presence and its effort in both Poland and in the Baltic as a response to the crisis in Ukraine. A visit to Warsaw was an expected start on Stoltenberg’s mission. He will meet the political leaders of the country and also visit a military base.
Stoltenberg's visit to Turkey highlights the new secretary general's priorities. With Syria and Iraq at the border of member nation Turkey, the atrocities of extremist group ISIS have become an important challenge for the alliance and its new leader.
At the press conference Stoltenberg also promised full support to Ukraine.
He said: “A ceasefire in Ukraine is a possibility. But Russia maintains its desire to destabilize Ukraine and continues to act in conflict with international law.”
It was at midnight on Wednesday that Stoltenberg officially took over the position at midnight from Anders Fogh Rasmussen, who moves on to run a global strategy consultancy business. It will be up to the former Norwegian Prime Minister to lead NATO through what Soltenberg stated as "these demanding times."
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The alliance awaits to see which leadership style Stoltenberg will choose to handle all these complicated affairs.
Stoltenberg's predecessor, Denmark's Rasmussen, was known for his direct line and was often isolated in his viewpoints. The challenge for Stoltenberg will also be how to reach agreement within an alliance where all decisions are made by consensus.
"The veteran social democrat presents a sharp contrast to his predecessor," commented the BBC.
On Thursday Stoltenberg will gather his staff at a meeting that begins his tenure and sets out to deliver on his vow that “all the nations will join.”