The former Norwegian Prime Minister made the depressing admission on the Skavlan talkshow on Thursday night, ahead of a broadcast on Friday.
He said the absence of humour in Nato meetings had been one of the things he had found most difficult since he moved to Brussels to take up the position in October.
Stoltenberg told Fredrik Skavlan, the show’s host, that he had no regrets about describing a claim by President Vladimir Putin as “nonsense”, and and warned that any Russian incursion onto Nato territory would be met with force.
He made the statement at the end of January after Putin claimed that there was a Nato legion operating in Ukraine.
"The statement that there is a Nato legion in Ukraine is nonsense. There is no Nato legion," he said.
Asked if the statement was made on impulse or thought through in advance, Stoltenberg said it was both.
“It was a thoughtful impulse action,” he said. “The statement from Putin was completely wrong. Firstly, there are no Nato troops in Ukraine. The foreign troops in Ukraine are Russian and they should get out.”
He said he didn’t believe that Putin was impervious to Western threats.
“We have made it very clear that we will defend all Nato countries. There is a big difference between Russia going into Ukraine or Moldova, and going into a Nato member in the Baltics. I am sure that Russia understands this,” he said.
He said he did not see an “immediate threat” to Nato countries or to the two neutral countries Sweden and Finland.
“We now have the largest Nato armament since the end of the Cold War. It's not because we're going to use it against anyone, but so that no one will try. If we have this deterrence, nobody will dare. We do not want confrontation, but we want to be safe,” he said.
Stoltenberg appeared on the show in Stockholm alongside Norwegian skier Marit Bjørgen, Swedish skier Johan Olsson, the Swedish singer Tove Lo and the Afghan politician Azita Rafaat.